-65.1%
ENTA vs VT
+221.8%
-286.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.6% |
| 7D | -0.1% | +2.4% | -2.4% | -2.4% |
| 30D | -1.7% | -1.5% | -0.2% | +0.1% |
| 3M | -18.2% | -4.1% | -14.1% | -14.5% |
| 6M | -21.7% | +0.6% | -22.2% | -22.6% |
| YTD | -30.3% | +11.0% | -41.3% | -37.9% |
| 1Y | -6.2% | +13.3% | -19.6% | -18.1% |
| 3Y | +34.4% | +73.4% | -39.0% | -23.8% |
| 5Y | -88.0% | +57.4% | -145.4% | -92.5% |
| All | -65.1% | +221.8% | -286.8% | -88.9% |
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