-100.0%
ENSC vs VT
+152.1%
-252.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.7% | +3.6% |
| 7D | +14.0% | +0.4% | +13.6% | +13.7% |
| 30D | +26.0% | +1.0% | +25.0% | +25.2% |
| 3M | +53.0% | +2.4% | +50.6% | +51.8% |
| 6M | -9.7% | +12.0% | -21.7% | -15.0% |
| YTD | -50.4% | +15.3% | -65.8% | -54.0% |
| 1Y | -78.8% | +22.6% | -101.4% | -80.9% |
| 3Y | -98.3% | +74.7% | -173.0% | -98.7% |
| 5Y | -100.0% | +66.1% | -166.1% | -100.0% |
| All | -100.0% | +152.1% | -252.1% | -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 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