+145.4%
ENS vs VT
+223.7%
-78.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | -0.6% |
| 7D | -5.2% | +0.4% | -5.6% | -5.7% |
| 30D | -15.7% | -2.6% | -13.1% | -12.2% |
| 3M | -20.8% | -3.2% | -17.5% | -16.7% |
| 6M | -33.8% | +0.9% | -34.8% | -34.2% |
| YTD | +3.8% | +11.3% | -7.5% | -9.8% |
| 1Y | +15.6% | +14.0% | +1.6% | -2.7% |
| 3Y | +84.8% | +75.8% | +8.9% | -17.1% |
| 5Y | +86.3% | +57.8% | +28.5% | -0.5% |
| 10Y | +145.4% | +219.8% | -74.4% | -48.7% |
| All | +145.4% | +223.7% | -78.2% | -48.7% |
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