+2,367.9%
ENPH vs VT
+217.6%
+2,150.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.1% |
| 7D | -9.1% | -0.1% | -9.0% | -8.7% |
| 30D | -15.8% | -3.1% | -12.7% | -11.0% |
| 3M | -32.5% | -3.5% | -29.0% | -28.1% |
| 6M | -24.2% | +0.5% | -24.6% | -22.6% |
| YTD | -13.8% | +10.8% | -24.5% | -24.7% |
| 1Y | -15.8% | +11.9% | -27.7% | -27.6% |
| 3Y | -64.6% | +73.0% | -137.5% | -85.0% |
| 5Y | -88.1% | +58.6% | -146.7% | -93.8% |
| 10Y | +2,367.9% | +219.2% | +2,148.7% | +304.8% |
| All | +2,367.9% | +217.6% | +2,150.2% | +304.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling