-52.7%
ENOV vs VT
+215.5%
-268.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.2% | -5.3% | -5.4% |
| 7D | +36.4% | -2.3% | +38.7% | +40.0% |
| 30D | +54.2% | -5.0% | +59.2% | +65.5% |
| 3M | +3.2% | -4.9% | +8.1% | +10.7% |
| 6M | +9.3% | -1.5% | +10.8% | +10.0% |
| YTD | +2.0% | +8.5% | -6.5% | -11.1% |
| 1Y | -4.4% | +11.4% | -15.8% | -19.8% |
| 3Y | -41.4% | +70.1% | -111.5% | -74.0% |
| 5Y | -70.2% | +53.7% | -123.9% | -84.3% |
| All | -52.7% | +215.5% | -268.3% | -91.6% |
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