-100.0%
ENLV vs VT
+228.4%
-328.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +3.9% | +3.4% |
| 7D | -9.4% | -0.7% | -8.7% | -8.0% |
| 30D | +398.0% | -1.7% | +399.8% | +419.8% |
| 3M | -34.4% | -2.3% | -32.1% | -31.3% |
| 6M | -88.7% | +1.5% | -90.2% | -88.5% |
| YTD | -88.1% | +12.0% | -100.1% | -88.6% |
| 1Y | -91.9% | +12.9% | -104.8% | -92.4% |
| 3Y | -95.3% | +74.9% | -170.3% | -96.7% |
| 5Y | -99.0% | +59.9% | -158.9% | -99.2% |
| 10Y | -99.9% | +224.6% | -324.5% | -99.9% |
| All | -100.0% | +228.4% | -328.4% | -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 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