-66.7%
ENGN vs VT
+20.4%
-87.1%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -2.2% |
| 7D | -2.1% | -0.1% | -2.0% | -2.0% |
| 30D | +5.7% | -0.7% | +6.4% | +7.0% |
| 3M | +10.8% | +4.0% | +6.8% | -0.1% |
| 6M | -73.8% | +12.3% | -86.0% | -77.8% |
| YTD | -79.5% | +14.0% | -93.5% | -83.4% |
| 1Y | -66.7% | +20.3% | -87.0% | -77.0% |
| All | -66.7% | +20.4% | -87.1% | -77.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling