+192.0%
ENFR vs VT
+224.4%
-32.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | 0.0% | +0.2% |
| 7D | +0.7% | -0.7% | +1.4% | +1.2% |
| 30D | -0.7% | -1.7% | +1.0% | +0.6% |
| 3M | -2.7% | -2.3% | -0.4% | -1.1% |
| 6M | +0.9% | +1.5% | -0.6% | -1.6% |
| YTD | +24.4% | +12.0% | +12.3% | +9.5% |
| 1Y | +27.4% | +12.9% | +14.5% | +11.3% |
| 3Y | +97.3% | +74.9% | +22.4% | +10.1% |
| 5Y | +140.1% | +59.9% | +80.1% | +45.7% |
| 10Y | +192.0% | +224.6% | -32.7% | -17.2% |
| All | +192.0% | +224.4% | -32.4% | -17.2% |
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