-9.2%
VRSK vs ENPH
+8.1%
-17.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.8% |
| 7D | +4.2% | +26.3% | -22.0% | +6.6% |
| 30D | +21.2% | -5.7% | +26.9% | +20.7% |
| 3M | +2.9% | -24.5% | +27.4% | +0.5% |
| 6M | +11.3% | -3.0% | +14.4% | +11.7% |
| YTD | -10.8% | -1.6% | -9.3% | -9.1% |
| 1Y | -9.2% | +8.8% | -17.9% | -5.6% |
| All | -9.2% | +8.1% | -17.3% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling