-100.0%
ENLV vs VT
+238.1%
-338.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -18.5% | +0.4% | -19.0% | -18.8% |
| 30D | -49.5% | +1.0% | -50.5% | -49.9% |
| 3M | -90.7% | +2.4% | -93.1% | -90.9% |
| 6M | -93.9% | +12.0% | -105.9% | -94.4% |
| YTD | -89.6% | +15.3% | -104.9% | -90.6% |
| 1Y | -93.1% | +22.6% | -115.7% | -94.1% |
| 3Y | -96.9% | +74.7% | -171.6% | -97.9% |
| 5Y | -99.4% | +66.1% | -165.5% | -99.6% |
| 10Y | -99.9% | +225.0% | -324.9% | -100.0% |
| All | -100.0% | +238.1% | -338.0% | -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