+37.8%
VALE vs ENPH
-89.7%
+127.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | -0.3% |
| 7D | -3.2% | -8.4% | +5.2% | -2.3% |
| 30D | -15.1% | -11.2% | -3.9% | -14.3% |
| 3M | -18.7% | -36.1% | +17.4% | -15.2% |
| 6M | -31.5% | -37.9% | +6.5% | -29.0% |
| YTD | -11.4% | -18.7% | +7.2% | -12.1% |
| 1Y | -1.9% | -9.8% | +8.0% | -3.7% |
| 3Y | +1.7% | -66.8% | +68.5% | +6.8% |
| All | +37.8% | -89.7% | +127.6% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling