+7.2%
VNQ vs ENPH
-77.1%
+84.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.8% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -2.6% | -10.8% | +8.3% | -1.7% |
| 3M | -2.0% | -33.8% | +31.8% | +1.0% |
| 6M | +4.3% | -16.1% | +20.5% | +3.9% |
| YTD | +9.2% | +13.4% | -4.2% | +4.3% |
| 1Y | +5.6% | -2.6% | +8.2% | +2.0% |
| 3Y | +30.8% | -70.3% | +101.1% | +37.5% |
| All | +7.2% | -77.1% | +84.4% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling