+106.2%
VWO vs ENPH
+391.5%
-285.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -1.7% | +1.5% | -3.2% | -1.9% |
| 30D | -0.3% | -12.9% | +12.6% | +0.7% |
| 3M | +4.0% | -27.1% | +31.1% | +6.2% |
| 6M | +8.1% | -15.4% | +23.5% | +8.3% |
| YTD | +11.6% | +15.0% | -3.4% | +8.4% |
| 1Y | +16.2% | -0.7% | +16.9% | +13.8% |
| 3Y | +63.3% | -69.3% | +132.6% | +69.0% |
| 5Y | +33.4% | -76.7% | +110.1% | +37.0% |
| 10Y | +113.3% | +1,947.8% | -1,834.5% | +54.9% |
| All | +106.2% | +391.5% | -285.3% | +51.4% |
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