-11.1%
VRSK vs ENPH
-77.1%
+66.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | -5.2% | -0.1% | -5.1% | -5.2% |
| 30D | -2.3% | -10.8% | +8.5% | -2.0% |
| 3M | -2.9% | -33.8% | +30.9% | -1.7% |
| 6M | -12.8% | -16.1% | +3.3% | -13.3% |
| YTD | -20.8% | +13.4% | -34.2% | -23.3% |
| 1Y | -33.2% | -2.6% | -30.6% | -34.8% |
| 3Y | -26.6% | -70.3% | +43.7% | -24.3% |
| All | -11.1% | -77.1% | +66.0% | -6.1% |
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 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