+1,216.9%
VST vs ENPH
+2,956.3%
-1,739.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.4% | +3.5% |
| 7D | +8.9% | -2.4% | +11.3% | +9.1% |
| 30D | +6.2% | -6.6% | +12.8% | +6.7% |
| 3M | -2.7% | -46.8% | +44.1% | +1.2% |
| 6M | -8.4% | -14.7% | +6.4% | -8.0% |
| YTD | -7.2% | +13.5% | -20.7% | -9.3% |
| 1Y | -20.9% | -0.4% | -20.5% | -22.2% |
| 3Y | +384.0% | -71.7% | +455.7% | +403.7% |
| 5Y | +757.1% | -79.1% | +836.2% | +791.8% |
| All | +1,216.9% | +2,956.3% | -1,739.4% | +989.9% |
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