+1,934.0%
VRT vs ENPH
+371.4%
+1,562.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -1.0% | -3.2% |
| 7D | +10.5% | -8.4% | +18.9% | +12.2% |
| 30D | -9.3% | -11.2% | +1.9% | -8.3% |
| 3M | -29.6% | -36.1% | +6.5% | -24.6% |
| 6M | -45.4% | -37.9% | -7.4% | -41.7% |
| YTD | +24.8% | -18.7% | +43.5% | +24.6% |
| 1Y | +23.6% | -9.8% | +33.4% | +21.3% |
| 3Y | +379.7% | -66.8% | +446.5% | +410.8% |
| 5Y | +660.3% | -89.6% | +750.0% | +855.8% |
| All | +1,934.0% | +371.4% | +1,562.6% | +1,682.4% |
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