+402.8%
VUG vs ENPH
+2,128.2%
-1,725.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.7% | -0.6% |
| 7D | +2.5% | -8.4% | +10.9% | +3.4% |
| 30D | -6.3% | -11.2% | +4.9% | -5.4% |
| 3M | -6.0% | -36.1% | +30.0% | -2.1% |
| 6M | -3.5% | -37.9% | +34.4% | -0.3% |
| YTD | +3.9% | -18.7% | +22.6% | +2.9% |
| 1Y | +5.1% | -9.8% | +14.9% | +2.9% |
| 3Y | +77.9% | -66.8% | +144.7% | +83.9% |
| 5Y | +62.4% | -89.6% | +152.0% | +84.2% |
| All | +402.8% | +2,128.2% | -1,725.4% | +311.7% |
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 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