+382.3%
ENS vs VT
+345.0%
+37.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.1% | -4.5% | -3.2% |
| 7D | -16.8% | -4.2% | -12.6% | -11.9% |
| 30D | -25.9% | -5.8% | -20.1% | -19.6% |
| 3M | -24.8% | -5.2% | -19.5% | -19.0% |
| 6M | -35.1% | +0.1% | -35.3% | -34.7% |
| YTD | -2.4% | +8.2% | -10.6% | -10.8% |
| 1Y | +13.1% | +10.1% | +3.0% | +1.2% |
| 3Y | +61.8% | +69.7% | -7.8% | -17.5% |
| 5Y | +74.4% | +53.4% | +21.0% | +3.0% |
| 10Y | +142.5% | +219.2% | -76.7% | -39.4% |
| All | +382.3% | +345.0% | +37.3% | -16.6% |
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