+27.1%
ENIC vs VT
+218.1%
-191.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | +0.9% |
| 7D | +1.4% | -4.2% | +5.6% | +4.9% |
| 30D | -1.6% | -5.8% | +4.2% | +3.1% |
| 3M | -4.5% | -5.2% | +0.8% | -0.3% |
| 6M | -2.1% | +0.1% | -2.2% | -2.3% |
| YTD | +10.5% | +8.2% | +2.3% | +4.2% |
| 1Y | +17.9% | +10.1% | +7.8% | +9.5% |
| 3Y | +78.9% | +69.7% | +9.2% | +19.2% |
| 5Y | +189.7% | +53.4% | +136.4% | +106.5% |
| 10Y | +62.6% | +219.2% | -156.6% | -28.9% |
| All | +27.1% | +218.1% | -191.0% | -46.0% |
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