-41.3%
ENTA vs VT
+291.4%
-332.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -1.3% |
| 7D | -9.6% | -4.2% | -5.4% | -5.6% |
| 30D | -17.2% | -5.8% | -11.4% | -12.0% |
| 3M | -23.8% | -5.2% | -18.5% | -19.6% |
| 6M | -30.4% | +0.1% | -30.5% | -30.9% |
| YTD | -36.1% | +8.2% | -44.3% | -41.2% |
| 1Y | -7.7% | +10.1% | -17.8% | -16.5% |
| 3Y | +7.6% | +69.7% | -62.1% | -35.7% |
| 5Y | -89.6% | +53.4% | -143.0% | -93.2% |
| 10Y | -55.2% | +219.2% | -274.4% | -84.6% |
| All | -41.3% | +291.4% | -332.7% | -79.0% |
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