+27.6%
ENZL vs VT
+221.4%
-193.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.0% |
| 7D | -1.2% | +1.0% | -2.2% | -2.0% |
| 30D | -1.0% | -0.2% | -0.8% | -0.8% |
| 3M | +6.2% | +4.5% | +1.7% | +2.3% |
| 6M | +3.5% | +14.1% | -10.5% | -7.2% |
| YTD | +4.5% | +14.8% | -10.2% | -6.9% |
| 1Y | +2.5% | +21.2% | -18.7% | -12.8% |
| 3Y | +14.2% | +76.6% | -62.4% | -29.7% |
| 5Y | -17.5% | +66.6% | -84.1% | -47.1% |
| 10Y | +27.6% | +222.3% | -194.7% | -54.5% |
| All | +27.6% | +221.4% | -193.8% | -54.5% |
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