-6.6%
ENO vs VT
+217.6%
-224.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -1.4% | -3.1% | +1.6% | -0.7% |
| 3M | -7.0% | -3.5% | -3.5% | -6.2% |
| 6M | -9.9% | +0.5% | -10.4% | -10.1% |
| YTD | -9.7% | +10.8% | -20.4% | -12.1% |
| 1Y | -12.1% | +11.9% | -24.0% | -14.8% |
| 3Y | -5.4% | +73.0% | -78.4% | -18.1% |
| 5Y | -17.9% | +58.6% | -76.6% | -27.9% |
| 10Y | -6.6% | +219.2% | -225.7% | -32.7% |
| All | -6.6% | +217.6% | -224.2% | -32.7% |
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