+133.6%
ENOR vs VT
+392.3%
-258.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.3% | +0.4% | +0.9% | +0.8% |
| 30D | +7.0% | +1.0% | +6.0% | +5.9% |
| 3M | +4.7% | +2.4% | +2.3% | +1.6% |
| 6M | +11.1% | +12.0% | -0.9% | -2.8% |
| YTD | +34.2% | +15.3% | +18.9% | +13.7% |
| 1Y | +39.5% | +22.6% | +16.9% | +10.3% |
| 3Y | +85.8% | +74.7% | +11.1% | -1.6% |
| 5Y | +59.4% | +66.1% | -6.8% | -10.8% |
| 10Y | +159.6% | +225.0% | -65.4% | -31.9% |
| All | +133.6% | +392.3% | -258.7% | -60.7% |
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 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