+76.0%
VUG vs ENPH
-77.5%
+153.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.2% |
| 7D | +0.1% | +3.4% | -3.3% | -0.4% |
| 30D | -1.7% | -10.3% | +8.6% | -0.5% |
| 3M | +2.8% | -31.4% | +34.2% | +7.0% |
| 6M | +13.6% | -10.1% | +23.7% | +12.8% |
| YTD | +8.1% | +14.6% | -6.5% | +2.7% |
| 1Y | +13.1% | -3.2% | +16.3% | +9.2% |
| 3Y | +87.0% | -69.5% | +156.4% | +100.0% |
| 5Y | +76.0% | -77.2% | +153.2% | +86.3% |
| All | +76.0% | -77.5% | +153.5% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling