+46.4%
VALE vs ENPH
-69.9%
+116.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -0.2% | +1.5% | -1.7% | -0.4% |
| 30D | +9.7% | -12.9% | +22.6% | +11.4% |
| 3M | +5.3% | -27.1% | +32.4% | +8.7% |
| 6M | +0.5% | -15.4% | +16.0% | +0.7% |
| YTD | +20.6% | +15.0% | +5.6% | +14.8% |
| 1Y | +57.6% | -0.7% | +58.3% | +51.9% |
| All | +46.4% | -69.9% | +116.2% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling