+395.2%
ENPH vs VYM
+419.6%
-24.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -2.4% |
| 7D | -0.1% | -0.8% | +0.7% | +1.1% |
| 30D | -10.8% | -2.2% | -8.6% | -7.7% |
| 3M | -33.8% | +3.1% | -36.9% | -36.8% |
| 6M | -16.1% | +9.7% | -25.8% | -26.3% |
| YTD | +13.4% | +14.9% | -1.5% | -6.4% |
| 1Y | -2.6% | +17.6% | -20.2% | -22.0% |
| 3Y | -70.3% | +65.3% | -135.6% | -85.4% |
| 5Y | -77.0% | +78.7% | -155.7% | -89.8% |
| 10Y | +1,919.4% | +208.2% | +1,711.2% | +235.5% |
| All | +395.2% | +419.6% | -24.4% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling