+1,205.2%
VST vs ENPH
+2,696.2%
-1,490.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.1% | +5.2% | +7.1% |
| 7D | -0.5% | +4.1% | -4.6% | -0.9% |
| 30D | -17.1% | -11.4% | -5.7% | -16.5% |
| 3M | -4.6% | -30.5% | +26.0% | -2.3% |
| 6M | -9.1% | -20.2% | +11.2% | -8.1% |
| YTD | -16.6% | -9.3% | -7.4% | -17.5% |
| 1Y | -29.5% | -3.8% | -25.7% | -30.5% |
| 3Y | +297.5% | -61.5% | +359.0% | +304.9% |
| 5Y | +654.5% | -87.9% | +742.4% | +715.5% |
| 10Y | +1,205.2% | +2,519.8% | -1,314.6% | +881.1% |
| All | +1,205.2% | +2,696.2% | -1,490.9% | +881.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling