+186.4%
ENS vs VT
+224.5%
-38.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.9% | +0.4% | -2.4% | -2.6% |
| 30D | -4.2% | +1.0% | -5.2% | -5.5% |
| 3M | -23.6% | +2.4% | -26.0% | -25.8% |
| 6M | +9.1% | +12.0% | -2.9% | -6.7% |
| YTD | +24.3% | +15.3% | +9.0% | +2.3% |
| 1Y | +77.7% | +22.6% | +55.2% | +34.6% |
| 3Y | +78.1% | +74.7% | +3.4% | -19.3% |
| 5Y | +125.4% | +66.1% | +59.3% | +11.3% |
| All | +186.4% | +224.5% | -38.0% | -43.1% |
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