-19.0%
ENO vs VT
+57.0%
-76.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -1.7% | +2.4% | -4.0% | -2.2% |
| 30D | -2.2% | -1.5% | -0.7% | -1.8% |
| 3M | -7.6% | -4.1% | -3.5% | -6.7% |
| 6M | -10.9% | +0.6% | -11.5% | -11.1% |
| YTD | -10.7% | +11.0% | -21.7% | -13.1% |
| 1Y | -12.1% | +13.3% | -25.5% | -14.9% |
| 3Y | -6.8% | +73.4% | -80.2% | -19.0% |
| All | -19.0% | +57.0% | -76.0% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling