+514.4%
ENS vs VT
+374.2%
+140.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.9% | +0.4% | -2.4% | -2.5% |
| 30D | -4.2% | +1.0% | -5.2% | -5.4% |
| 3M | -23.6% | +2.4% | -26.0% | -25.6% |
| 6M | +9.1% | +12.0% | -2.9% | -5.3% |
| YTD | +24.3% | +15.3% | +9.0% | +4.2% |
| 1Y | +77.7% | +22.6% | +55.2% | +38.1% |
| 3Y | +78.1% | +74.7% | +3.4% | -12.8% |
| 5Y | +125.4% | +66.1% | +59.3% | +19.6% |
| 10Y | +180.0% | +225.0% | -45.0% | -32.0% |
| All | +514.4% | +374.2% | +140.2% | -2.6% |
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