+184.4%
ENFR vs VT
+217.6%
-33.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.9% |
| 7D | -4.1% | -0.1% | -3.9% | -4.1% |
| 30D | -1.4% | -3.1% | +1.7% | +1.1% |
| 3M | -3.4% | -3.5% | +0.1% | -0.7% |
| 6M | +1.7% | +0.5% | +1.2% | 0.0% |
| YTD | +22.9% | +10.8% | +12.2% | +9.4% |
| 1Y | +26.3% | +11.9% | +14.4% | +11.2% |
| 3Y | +95.0% | +73.0% | +22.1% | +9.9% |
| 5Y | +138.2% | +58.6% | +79.6% | +45.5% |
| 10Y | +184.4% | +219.2% | -34.8% | -19.1% |
| All | +184.4% | +217.6% | -33.2% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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