+160.2%
VNQ vs ENPH
+391.5%
-231.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | -2.6% | +1.5% | -4.1% | -2.7% |
| 30D | -2.3% | -12.9% | +10.5% | -1.6% |
| 3M | -2.8% | -27.1% | +24.3% | -1.3% |
| 6M | +2.5% | -15.4% | +17.9% | +2.3% |
| YTD | +8.4% | +15.0% | -6.6% | +5.4% |
| 1Y | +6.8% | -0.7% | +7.5% | +4.5% |
| 3Y | +29.9% | -69.3% | +99.3% | +33.4% |
| 5Y | +7.2% | -76.7% | +83.9% | +10.0% |
| 10Y | +62.5% | +1,947.8% | -1,885.3% | +32.0% |
| All | +160.2% | +391.5% | -231.3% | +111.3% |
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