+31.9%
ENIC vs VT
+239.0%
-207.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.3% | +0.4% | +1.9% | +1.9% |
| 30D | -0.9% | +1.0% | -1.9% | -1.7% |
| 3M | +6.0% | +2.4% | +3.6% | +3.9% |
| 6M | +17.0% | +12.0% | +5.0% | +7.2% |
| YTD | +14.7% | +15.3% | -0.7% | +2.8% |
| 1Y | +27.7% | +22.6% | +5.1% | +9.1% |
| 3Y | +74.8% | +74.7% | +0.1% | +13.8% |
| 5Y | +151.0% | +66.1% | +84.9% | +68.2% |
| 10Y | +59.4% | +225.0% | -165.6% | -31.8% |
| All | +31.9% | +239.0% | -207.1% | -46.7% |
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