-99.9%
ENLV vs VT
+226.9%
-326.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.9% | -4.9% | -5.1% |
| 7D | -15.5% | -2.0% | -13.5% | -14.2% |
| 30D | -48.9% | -1.4% | -47.5% | -48.4% |
| 3M | -90.3% | +4.7% | -95.0% | -90.6% |
| 6M | -94.4% | +11.4% | -105.7% | -94.8% |
| YTD | -90.7% | +13.1% | -103.8% | -91.4% |
| 1Y | -93.6% | +19.0% | -112.6% | -94.3% |
| 3Y | -97.0% | +73.9% | -171.0% | -98.0% |
| 5Y | -99.4% | +65.4% | -164.8% | -99.6% |
| All | -99.9% | +226.9% | -326.8% | -100.0% |
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 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