-83.1%
ENGN vs VT
+65.1%
-148.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.2% | -5.4% |
| 7D | +3.1% | -0.1% | +3.2% | +3.2% |
| 30D | -3.5% | -3.1% | -0.4% | -2.1% |
| 3M | -4.6% | -3.5% | -1.1% | -3.0% |
| 6M | +11.3% | +0.5% | +10.9% | +11.4% |
| YTD | -81.5% | +10.8% | -92.3% | -81.7% |
| 1Y | -72.2% | +11.9% | -84.1% | -72.6% |
| 3Y | -80.1% | +73.0% | -153.1% | -80.4% |
| All | -83.1% | +65.1% | -148.2% | -83.2% |
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