+1,179.1%
VST vs ENPH
+2,188.9%
-1,009.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +1.2% |
| 7D | +19.2% | -7.6% | +26.7% | +19.8% |
| 30D | -17.2% | -16.4% | -0.8% | -16.2% |
| 3M | -8.1% | -34.3% | +26.2% | -5.5% |
| 6M | -8.1% | -28.5% | +20.4% | -6.4% |
| YTD | -16.3% | -16.4% | +0.2% | -16.6% |
| 1Y | -24.1% | -12.8% | -11.3% | -24.7% |
| 3Y | +300.2% | -65.7% | +365.9% | +311.0% |
| 5Y | +645.9% | -89.4% | +735.3% | +713.5% |
| All | +1,179.1% | +2,188.9% | -1,009.8% | +881.5% |
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