+23.0%
VALE vs ENPH
+247.6%
-224.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | -0.2% |
| 7D | -3.2% | -8.4% | +5.2% | -2.2% |
| 30D | -15.1% | -11.2% | -3.9% | -14.2% |
| 3M | -18.7% | -36.1% | +17.4% | -14.7% |
| 6M | -31.5% | -37.9% | +6.5% | -28.8% |
| YTD | -11.4% | -18.7% | +7.2% | -12.4% |
| 1Y | -1.9% | -9.8% | +8.0% | -4.2% |
| 3Y | +1.7% | -66.8% | +68.5% | +6.7% |
| 5Y | +35.4% | -89.6% | +125.1% | +55.4% |
| 10Y | +204.8% | +2,186.8% | -1,982.0% | +48.7% |
| All | +23.0% | +247.6% | -224.6% | -34.1% |
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