-75.6%
ENGN vs VT
+65.5%
-141.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | +37.7% | +2.4% | +35.4% | +36.2% |
| 30D | +54.5% | -1.5% | +56.0% | +55.5% |
| 3M | +42.6% | -4.1% | +46.7% | +45.2% |
| 6M | +56.5% | +0.6% | +55.9% | +56.5% |
| YTD | -73.3% | +11.0% | -84.3% | -73.7% |
| 1Y | -71.4% | +13.3% | -84.8% | -71.9% |
| 3Y | -72.8% | +73.4% | -146.2% | -73.1% |
| All | -75.6% | +65.5% | -141.1% | -75.8% |
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