+73.3%
VZ vs ENPH
+2,188.9%
-2,115.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | -0.1% |
| 7D | +0.9% | -7.6% | +8.5% | +1.0% |
| 30D | +6.9% | -16.4% | +23.3% | +7.0% |
| 3M | +0.6% | -34.3% | +34.9% | +0.9% |
| 6M | +0.3% | -28.5% | +28.9% | +0.3% |
| YTD | +21.9% | -16.4% | +38.3% | +21.5% |
| 1Y | +21.7% | -12.8% | +34.5% | +21.2% |
| 3Y | +58.5% | -65.7% | +124.2% | +58.6% |
| 5Y | +22.4% | -89.4% | +111.8% | +23.2% |
| All | +73.3% | +2,188.9% | -2,115.5% | +74.8% |
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