+187.6%
ENFR vs VT
+270.5%
-82.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.6% | +0.4% | +0.2% | +0.2% |
| 30D | +4.7% | +1.0% | +3.7% | +3.6% |
| 3M | +3.9% | +2.4% | +1.5% | +0.9% |
| 6M | +8.7% | +12.0% | -3.3% | -3.7% |
| YTD | +30.9% | +15.3% | +15.6% | +12.4% |
| 1Y | +31.1% | +22.6% | +8.5% | +5.8% |
| 3Y | +105.2% | +74.7% | +30.5% | +14.8% |
| 5Y | +173.3% | +66.1% | +107.2% | +59.3% |
| 10Y | +202.5% | +225.0% | -22.5% | -11.8% |
| All | +187.6% | +270.5% | -82.9% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling