+293.8%
VRSK vs ENPH
+391.5%
-97.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -7.7% | +1.5% | -9.2% | -7.8% |
| 30D | -2.8% | -12.9% | +10.0% | -2.3% |
| 3M | -3.7% | -27.1% | +23.4% | -2.6% |
| 6M | -12.8% | -15.4% | +2.7% | -13.1% |
| YTD | -21.0% | +15.0% | -36.0% | -23.0% |
| 1Y | -32.5% | -0.7% | -31.8% | -33.8% |
| 3Y | -26.5% | -69.3% | +42.8% | -25.3% |
| 5Y | -11.5% | -76.7% | +65.2% | -10.1% |
| 10Y | +125.7% | +1,947.8% | -1,822.1% | +83.9% |
| All | +293.8% | +391.5% | -97.7% | +222.3% |
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