-99.9%
ENLV vs VT
+221.8%
-321.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.0% |
| 7D | -6.3% | +2.4% | -8.7% | -9.1% |
| 30D | +450.9% | -1.5% | +452.4% | +478.4% |
| 3M | -29.6% | -4.1% | -25.5% | -24.8% |
| 6M | -89.2% | +0.6% | -89.7% | -88.8% |
| YTD | -88.7% | +11.0% | -99.8% | -89.1% |
| 1Y | -92.0% | +13.3% | -105.3% | -92.4% |
| 3Y | -95.5% | +73.4% | -168.9% | -96.7% |
| 5Y | -99.0% | +57.4% | -156.5% | -99.3% |
| All | -99.9% | +221.8% | -321.6% | -99.9% |
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