+2,500.4%
VLO vs ENPH
+384.9%
+2,115.5%
-71.9%
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 | +5.2% | -2.4% | +7.6% | +5.4% |
| 30D | +22.6% | -6.6% | +29.2% | +23.1% |
| 3M | +43.8% | -46.8% | +90.6% | +50.2% |
| 6M | +65.7% | -14.7% | +80.5% | +64.9% |
| YTD | +131.1% | +13.5% | +117.6% | +122.8% |
| 1Y | +143.6% | -0.4% | +144.0% | +136.4% |
| 3Y | +201.4% | -71.7% | +273.1% | +213.6% |
| 5Y | +568.9% | -79.1% | +648.0% | +589.3% |
| 10Y | +891.8% | +1,898.4% | -1,006.5% | +581.6% |
| All | +2,500.4% | +384.9% | +2,115.5% | +1,649.0% |
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 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