+152.7%
VTR vs ENPH
+389.6%
-236.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | -0.2% |
| 7D | -2.9% | +3.4% | -6.3% | -3.1% |
| 30D | -2.8% | -10.3% | +7.5% | -2.2% |
| 3M | +9.0% | -31.4% | +40.4% | +11.1% |
| 6M | +5.0% | -10.1% | +15.1% | +4.1% |
| YTD | +16.9% | +14.6% | +2.4% | +13.2% |
| 1Y | +34.3% | -3.2% | +37.5% | +31.0% |
| 3Y | +131.6% | -69.5% | +201.0% | +137.8% |
| 5Y | +88.0% | -77.2% | +165.2% | +92.0% |
| 10Y | +97.8% | +1,940.0% | -1,842.2% | +55.5% |
| All | +152.7% | +389.6% | -236.9% | +100.7% |
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