+926.1%
ENSG vs VT
+223.7%
+702.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -1.9% |
| 7D | +1.7% | +0.4% | +1.3% | +1.3% |
| 30D | +6.0% | -2.6% | +8.6% | +8.6% |
| 3M | -0.4% | -3.2% | +2.8% | +2.5% |
| 6M | +6.3% | +0.9% | +5.4% | +4.0% |
| YTD | +4.7% | +11.3% | -6.7% | -8.0% |
| 1Y | +1.3% | +14.0% | -12.7% | -13.2% |
| 3Y | +80.0% | +75.8% | +4.1% | -5.2% |
| 5Y | +123.7% | +57.8% | +65.9% | +32.0% |
| 10Y | +926.1% | +219.8% | +706.3% | +206.4% |
| All | +926.1% | +223.7% | +702.4% | +206.4% |
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