+759.1%
VUG vs ENPH
+384.9%
+374.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -0.1% | -2.4% | +2.3% | +0.1% |
| 30D | -0.3% | -6.6% | +6.3% | +0.2% |
| 3M | -0.7% | -46.8% | +46.1% | +4.3% |
| 6M | +14.6% | -14.7% | +29.4% | +14.7% |
| YTD | +9.0% | +13.5% | -4.5% | +5.6% |
| 1Y | +14.9% | -0.4% | +15.3% | +12.1% |
| 3Y | +86.0% | -71.7% | +157.8% | +94.5% |
| 5Y | +76.7% | -79.1% | +155.8% | +85.4% |
| 10Y | +411.3% | +1,898.4% | -1,487.1% | +288.7% |
| All | +759.1% | +384.9% | +374.2% | +559.1% |
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