-50.5%
ENTX vs VT
+152.8%
-203.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.2% |
| 7D | -1.0% | +2.4% | -3.3% | -2.4% |
| 30D | +24.4% | -1.5% | +25.9% | +25.7% |
| 3M | +8.4% | -4.1% | +12.5% | +11.4% |
| 6M | +141.1% | +0.6% | +140.5% | +139.8% |
| YTD | +60.3% | +11.0% | +49.3% | +50.5% |
| 1Y | +13.5% | +13.3% | +0.2% | +5.2% |
| 3Y | +344.3% | +73.4% | +270.9% | +219.1% |
| 5Y | -18.2% | +57.4% | -75.6% | -37.6% |
| All | -50.5% | +152.8% | -203.3% | -68.4% |
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