-9.6%
ENO vs VT
+223.7%
-233.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.7% |
| 7D | +0.1% | +0.4% | -0.2% | 0.0% |
| 30D | -0.9% | -2.6% | +1.6% | -0.3% |
| 3M | -6.9% | -3.2% | -3.6% | -6.2% |
| 6M | -9.5% | +0.9% | -10.4% | -9.8% |
| YTD | -9.2% | +11.3% | -20.5% | -11.8% |
| 1Y | -11.0% | +14.0% | -25.0% | -14.1% |
| 3Y | -4.4% | +75.8% | -80.3% | -17.6% |
| 5Y | -18.1% | +57.8% | -75.9% | -27.9% |
| 10Y | -9.6% | +219.8% | -229.4% | -36.4% |
| All | -9.6% | +223.7% | -233.3% | -36.4% |
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