-63.8%
ENOV vs VT
+224.5%
-288.3%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -25.5% | +0.4% | -25.9% | -25.9% |
| 30D | -38.5% | +1.0% | -39.5% | -39.3% |
| 3M | -18.8% | +2.4% | -21.2% | -22.2% |
| 6M | -28.0% | +12.0% | -40.0% | -39.7% |
| YTD | -30.3% | +15.3% | -45.7% | -44.2% |
| 1Y | -41.2% | +22.6% | -63.8% | -56.9% |
| 3Y | -67.2% | +74.7% | -141.8% | -85.9% |
| 5Y | -77.8% | +66.1% | -143.9% | -89.6% |
| All | -63.8% | +224.5% | -288.3% | -93.9% |
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