-100.0%
VIVK vs ENPH
-70.3%
-29.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.4% | -6.0% | -7.3% |
| 7D | -4.4% | -0.1% | -4.3% | -4.3% |
| 30D | -40.8% | -10.8% | -30.0% | -40.6% |
| 3M | -94.1% | -33.8% | -60.3% | -94.0% |
| 6M | -98.2% | -16.1% | -82.1% | -98.2% |
| YTD | -98.0% | +13.4% | -111.4% | -98.0% |
| 1Y | -100.0% | -2.6% | -97.4% | -100.0% |
| 3Y | -100.0% | -70.3% | -29.7% | -100.0% |
| All | -100.0% | -70.3% | -29.7% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling