-81.5%
ENGN vs VT
+71.9%
-153.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.3% | +0.4% | -0.7% | -0.5% |
| 30D | +1.1% | +1.0% | +0.1% | +0.7% |
| 3M | +5.8% | +2.4% | +3.4% | +4.8% |
| 6M | -81.3% | +12.0% | -93.3% | -81.8% |
| YTD | -79.8% | +15.3% | -95.2% | -80.5% |
| 1Y | -63.6% | +22.6% | -86.2% | -65.0% |
| 3Y | -83.3% | +74.7% | -158.0% | -83.7% |
| All | -81.5% | +71.9% | -153.4% | -82.0% |
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