+489.2%
VALE vs ENPH
+1,908.3%
-1,419.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +8.6% | -10.8% | +19.5% | +9.8% |
| 3M | +2.0% | -33.8% | +35.8% | +6.0% |
| 6M | +2.1% | -16.1% | +18.2% | +2.3% |
| YTD | +20.2% | +13.4% | +6.8% | +15.6% |
| 1Y | +55.2% | -2.6% | +57.8% | +50.9% |
| 3Y | +45.9% | -70.3% | +116.1% | +53.9% |
| 5Y | +41.4% | -77.0% | +118.4% | +46.2% |
| All | +489.2% | +1,908.3% | -1,419.1% | +307.6% |
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