-100.0%
ENLV vs VT
+226.2%
-326.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.6% | +5.3% | +4.3% |
| 7D | -2.8% | +0.4% | -3.2% | -3.1% |
| 30D | +439.4% | -2.6% | +442.0% | +468.1% |
| 3M | -34.1% | -3.2% | -30.9% | -30.4% |
| 6M | -88.1% | +0.9% | -89.1% | -87.9% |
| YTD | -87.0% | +11.3% | -98.3% | -87.6% |
| 1Y | -90.9% | +14.0% | -104.9% | -91.4% |
| 3Y | -94.8% | +75.8% | -170.6% | -96.4% |
| 5Y | -98.9% | +57.8% | -156.8% | -99.2% |
| 10Y | -99.8% | +219.8% | -319.6% | -99.9% |
| All | -100.0% | +226.2% | -326.2% | -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