-100.0%
ENVB vs VT
+222.6%
-322.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +1.5% | +0.4% | +1.0% | +1.0% |
| 30D | -16.8% | +1.0% | -17.7% | -17.6% |
| 3M | -29.1% | +2.4% | -31.5% | -30.8% |
| 6M | -33.5% | +12.0% | -45.5% | -41.6% |
| YTD | -61.7% | +15.3% | -77.0% | -67.4% |
| 1Y | -88.5% | +22.6% | -111.1% | -90.8% |
| 3Y | -100.0% | +74.7% | -174.6% | -100.0% |
| 5Y | -100.0% | +66.1% | -166.1% | -100.0% |
| 10Y | -100.0% | +225.0% | -325.0% | -100.0% |
| All | -100.0% | +222.6% | -322.6% | -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