+219.8%
VT vs ENPH
+2,696.2%
-2,476.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.4% |
| 7D | +0.4% | +4.1% | -3.7% | 0.0% |
| 30D | -2.6% | -11.4% | +8.8% | -1.9% |
| 3M | -3.2% | -30.5% | +27.3% | -0.6% |
| 6M | +0.9% | -20.2% | +21.2% | +1.5% |
| YTD | +11.3% | -9.3% | +20.6% | +9.5% |
| 1Y | +14.0% | -3.8% | +17.8% | +11.5% |
| 3Y | +75.8% | -61.5% | +137.4% | +78.8% |
| 5Y | +57.8% | -87.9% | +145.7% | +71.9% |
| 10Y | +219.8% | +2,519.8% | -2,300.0% | +164.6% |
| All | +219.8% | +2,696.2% | -2,476.4% | +164.6% |
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