-31.5%
VALE vs ENPH
-32.3%
+0.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -14.2% |
| 3M | -18.7% | -36.1% | +17.4% | -15.3% |
| 6M | -31.5% | -37.9% | +6.5% | -29.5% |
| All | -31.5% | -32.3% | +0.8% | -29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling