+70.6%
VALE vs ENPH
+417.7%
-347.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.8% | -4.9% | +1.1% |
| 7D | +2.9% | +9.3% | -6.3% | +1.8% |
| 30D | +8.8% | -7.3% | +16.1% | +9.6% |
| 3M | +6.8% | -31.7% | +38.5% | +11.1% |
| 6M | +6.9% | -3.5% | +10.4% | +5.3% |
| YTD | +22.8% | +21.2% | +1.7% | +16.4% |
| 1Y | +61.3% | +0.1% | +61.2% | +55.5% |
| 3Y | +53.3% | -67.7% | +121.0% | +61.5% |
| 5Y | +44.9% | -76.2% | +121.1% | +49.7% |
| 10Y | +486.8% | +2,057.2% | -1,570.4% | +188.2% |
| All | +70.6% | +417.7% | -347.1% | -12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling