+2,451.3%
VLO vs ENPH
+277.3%
+2,173.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +3.5% |
| 7D | -0.4% | -10.3% | +9.9% | +0.4% |
| 30D | -16.6% | -10.1% | -6.5% | -16.1% |
| 3M | +12.3% | -33.1% | +45.4% | +15.3% |
| 6M | +47.8% | -24.8% | +72.7% | +48.6% |
| YTD | +126.7% | -11.7% | +138.4% | +122.1% |
| 1Y | +105.4% | -8.2% | +113.6% | +100.3% |
| 3Y | +222.0% | -63.7% | +285.7% | +227.2% |
| 5Y | +449.8% | -88.7% | +538.5% | +496.4% |
| 10Y | +754.3% | +2,382.5% | -1,628.1% | +481.5% |
| All | +2,451.3% | +277.3% | +2,173.9% | +1,643.1% |
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