-100.0%
ENVB vs VT
+202.8%
-302.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | +0.2% |
| 7D | -4.1% | -4.2% | +0.1% | +0.3% |
| 30D | -4.8% | -5.8% | +1.0% | +1.4% |
| 3M | -16.2% | -5.2% | -10.9% | -11.4% |
| 6M | -59.8% | +0.1% | -59.9% | -60.0% |
| YTD | -61.4% | +8.2% | -69.7% | -65.0% |
| 1Y | -80.7% | +10.1% | -90.8% | -82.7% |
| 3Y | -100.0% | +69.7% | -169.6% | -100.0% |
| 5Y | -100.0% | +53.4% | -153.4% | -100.0% |
| 10Y | -100.0% | +219.2% | -319.2% | -100.0% |
| All | -100.0% | +202.8% | -302.8% | -100.0% |
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 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