+66.0%
ENIC vs VT
+223.7%
-157.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | -0.2% |
| 7D | +4.2% | +0.4% | +3.9% | +3.9% |
| 30D | -1.3% | -2.6% | +1.3% | +0.7% |
| 3M | -2.6% | -3.2% | +0.6% | -0.1% |
| 6M | -0.9% | +0.9% | -1.8% | -1.7% |
| YTD | +13.9% | +11.3% | +2.6% | +4.9% |
| 1Y | +19.2% | +14.0% | +5.2% | +7.7% |
| 3Y | +91.7% | +75.8% | +15.9% | +23.8% |
| 5Y | +197.2% | +57.8% | +139.3% | +106.3% |
| 10Y | +66.0% | +219.8% | -153.8% | -24.4% |
| All | +66.0% | +223.7% | -157.7% | -24.4% |
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