-54.3%
ENOV vs VT
+217.6%
-272.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.4% |
| 7D | +35.1% | -0.1% | +35.2% | +34.3% |
| 30D | +59.5% | -3.1% | +62.6% | +66.3% |
| 3M | +16.4% | -3.5% | +19.9% | +22.3% |
| 6M | +6.4% | +0.5% | +5.9% | +4.2% |
| YTD | +5.9% | +10.8% | -4.8% | -10.4% |
| 1Y | -6.7% | +11.9% | -18.6% | -22.3% |
| 3Y | -41.0% | +73.0% | -114.0% | -74.4% |
| 5Y | -67.8% | +58.6% | -126.4% | -83.9% |
| 10Y | -54.3% | +219.2% | -273.5% | -92.3% |
| All | -54.3% | +217.6% | -272.0% | -92.3% |
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