+60.8%
VCIT vs ENPH
+384.9%
-324.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.3% | -2.4% | +2.0% | -0.3% |
| 30D | -0.8% | -6.6% | +5.9% | -0.7% |
| 3M | -1.0% | -46.8% | +45.8% | -0.5% |
| 6M | -1.8% | -14.7% | +12.9% | -1.8% |
| YTD | -0.7% | +13.5% | -14.2% | -1.0% |
| 1Y | +1.0% | -0.4% | +1.4% | +0.7% |
| 3Y | +18.8% | -71.7% | +90.6% | +19.3% |
| 5Y | +3.5% | -79.1% | +82.6% | +3.9% |
| 10Y | +29.2% | +1,898.4% | -1,869.1% | +29.3% |
| All | +60.8% | +384.9% | -324.1% | +60.4% |
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 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