-100.0%
ENSC vs VT
+137.1%
-237.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | +0.2% | -9.1% | -9.0% |
| 7D | -21.9% | -2.3% | -19.5% | -20.8% |
| 30D | -23.3% | -5.0% | -18.4% | -20.9% |
| 3M | -37.2% | -4.9% | -32.3% | -35.4% |
| 6M | -15.6% | -1.5% | -14.1% | -14.3% |
| YTD | -64.2% | +8.5% | -72.7% | -65.6% |
| 1Y | -84.1% | +11.4% | -95.5% | -84.9% |
| 3Y | -97.9% | +70.1% | -168.0% | -98.4% |
| 5Y | -100.0% | +53.7% | -153.7% | -100.0% |
| All | -100.0% | +137.1% | -237.1% | -100.0% |
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