-9.1%
ENO vs VT
+247.7%
-256.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.9% |
| 7D | -1.2% | -0.7% | -0.5% | -1.1% |
| 30D | -1.3% | -1.7% | +0.4% | -0.9% |
| 3M | -7.6% | -2.3% | -5.3% | -7.1% |
| 6M | -10.5% | +1.5% | -12.0% | -10.9% |
| YTD | -10.2% | +12.0% | -22.3% | -12.9% |
| 1Y | -13.0% | +12.9% | -25.9% | -15.7% |
| 3Y | -6.1% | +74.9% | -81.0% | -18.6% |
| 5Y | -18.6% | +59.9% | -78.6% | -28.4% |
| 10Y | -7.5% | +224.6% | -232.1% | -31.9% |
| All | -9.1% | +247.7% | -256.8% | -33.5% |
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