+414.3%
VUG vs ENPH
+1,908.3%
-1,493.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | -1.0% | -10.8% | +9.9% | +0.1% |
| 3M | +3.5% | -33.8% | +37.3% | +7.4% |
| 6M | +14.2% | -16.1% | +30.3% | +14.5% |
| YTD | +8.5% | +13.4% | -4.9% | +4.4% |
| 1Y | +12.9% | -2.6% | +15.5% | +9.8% |
| 3Y | +85.6% | -70.3% | +155.9% | +94.8% |
| 5Y | +78.1% | -77.0% | +155.2% | +87.1% |
| All | +414.3% | +1,908.3% | -1,493.9% | +319.5% |
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