+221.8%
VT vs ENPH
+2,128.2%
-1,906.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.1% |
| 7D | +2.4% | -8.4% | +10.8% | +3.1% |
| 30D | -1.5% | -11.2% | +9.7% | -0.8% |
| 3M | -4.1% | -36.1% | +32.0% | -0.9% |
| 6M | +0.6% | -37.9% | +38.5% | +3.3% |
| YTD | +11.0% | -18.7% | +29.7% | +10.2% |
| 1Y | +13.3% | -9.8% | +23.2% | +11.4% |
| 3Y | +73.4% | -66.8% | +140.2% | +78.5% |
| 5Y | +57.4% | -89.6% | +147.1% | +73.6% |
| All | +221.8% | +2,128.2% | -1,906.4% | +168.1% |
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