-75.4%
ENOV vs VT
+66.2%
-141.6%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.5% | +8.2% | +8.3% |
| 7D | -2.7% | +1.0% | -3.7% | -4.1% |
| 30D | -24.9% | -0.2% | -24.7% | -24.6% |
| 3M | -15.6% | +4.5% | -20.2% | -20.7% |
| 6M | -18.5% | +14.1% | -32.5% | -31.8% |
| YTD | -25.0% | +14.8% | -39.8% | -37.8% |
| 1Y | -36.4% | +21.2% | -57.6% | -50.7% |
| 3Y | -63.0% | +76.6% | -139.6% | -81.8% |
| 5Y | -75.4% | +66.6% | -142.0% | -87.0% |
| All | -75.4% | +66.2% | -141.6% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling