+782.9%
ENTG vs DVA
+187.8%
+595.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | +1.2% | -1.3% | +2.5% | +1.5% |
| 30D | -12.9% | 0.0% | -12.9% | -12.9% |
| 3M | -3.1% | -10.9% | +7.9% | -1.5% |
| 6M | +21.0% | +17.3% | +3.7% | +13.2% |
| YTD | +67.0% | +59.8% | +7.2% | +40.7% |
| 1Y | +68.6% | +36.3% | +32.4% | +49.1% |
| 3Y | +48.6% | +88.6% | -40.0% | +16.0% |
| 5Y | +18.6% | +47.5% | -28.9% | -3.6% |
| All | +782.9% | +187.8% | +595.1% | +486.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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