-77.3%
ENPH vs VYM
+77.5%
-154.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -2.5% |
| 7D | -0.1% | -0.8% | +0.7% | +1.2% |
| 30D | -10.8% | -2.2% | -8.6% | -7.4% |
| 3M | -33.8% | +3.1% | -36.9% | -37.0% |
| 6M | -16.1% | +9.7% | -25.8% | -26.8% |
| YTD | +13.4% | +14.9% | -1.5% | -7.3% |
| 1Y | -2.6% | +17.6% | -20.2% | -22.9% |
| 3Y | -70.3% | +65.3% | -135.6% | -86.0% |
| All | -77.3% | +77.5% | -154.8% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling