-72.4%
ENVX vs VT
+94.6%
-167.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +5.8% |
| 7D | +3.6% | +1.0% | +2.6% | +0.7% |
| 30D | -26.2% | -0.2% | -25.9% | -25.3% |
| 3M | -52.6% | +4.5% | -57.1% | -56.4% |
| 6M | -28.5% | +14.1% | -42.5% | -46.6% |
| YTD | -52.5% | +14.8% | -67.3% | -64.4% |
| 1Y | -63.0% | +21.2% | -84.2% | -75.4% |
| 3Y | -76.3% | +76.6% | -152.9% | -92.8% |
| 5Y | -78.4% | +66.6% | -145.0% | -91.4% |
| All | -72.4% | +94.6% | -167.0% | -92.0% |
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 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