+76.3%
ENIC vs VT
+220.7%
-144.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | +2.6% | -0.1% | +2.7% | +2.7% |
| 30D | -2.7% | -3.1% | +0.4% | -0.3% |
| 3M | -2.7% | -3.5% | +0.8% | +0.1% |
| 6M | -2.2% | +0.5% | -2.7% | -2.7% |
| YTD | +12.4% | +10.8% | +1.6% | +3.9% |
| 1Y | +18.9% | +11.9% | +7.0% | +9.0% |
| 3Y | +86.6% | +73.0% | +13.6% | +22.1% |
| 5Y | +191.8% | +58.6% | +133.2% | +102.1% |
| All | +76.3% | +220.7% | -144.4% | -12.8% |
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