+476.5%
V vs ENPH
+2,188.9%
-1,712.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.4% |
| 7D | -0.4% | -7.6% | +7.2% | +0.1% |
| 30D | +6.3% | -16.4% | +22.7% | +7.3% |
| 3M | +17.2% | -34.3% | +51.5% | +19.9% |
| 6M | +29.2% | -28.5% | +57.8% | +30.1% |
| YTD | +20.8% | -16.4% | +37.2% | +18.9% |
| 1Y | +25.0% | -12.8% | +37.8% | +22.6% |
| 3Y | +75.3% | -65.7% | +140.9% | +76.8% |
| 5Y | +105.8% | -89.4% | +195.2% | +122.2% |
| All | +476.5% | +2,188.9% | -1,712.4% | +341.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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