+1,112.0%
VST vs ENPH
+2,272.5%
-1,160.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.7% | +12.3% | +10.7% |
| 7D | -9.8% | +11.0% | -20.8% | -10.6% |
| 30D | -25.1% | -15.0% | -10.1% | -24.4% |
| 3M | -11.6% | -28.2% | +16.7% | -9.7% |
| 6M | -20.9% | -20.5% | -0.4% | -20.1% |
| YTD | -22.3% | -11.2% | -11.1% | -23.0% |
| 1Y | -32.0% | -8.7% | -23.3% | -32.8% |
| 3Y | +262.4% | -63.6% | +326.0% | +270.6% |
| 5Y | +563.4% | -88.0% | +651.4% | +617.8% |
| All | +1,112.0% | +2,272.5% | -1,160.5% | +820.2% |
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