+0.2%
ENTG vs DVA
+64.3%
-64.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -3.8% |
| 7D | +15.2% | -8.8% | +24.0% | +16.6% |
| 30D | -3.6% | -3.4% | -0.2% | -3.6% |
| 3M | -10.0% | -2.6% | -7.4% | -10.2% |
| 6M | +1.8% | -11.9% | +13.7% | +2.1% |
| YTD | +75.5% | +53.6% | +21.9% | +54.0% |
| 1Y | +82.4% | +41.9% | +40.5% | +63.4% |
| 3Y | +58.5% | +97.5% | -39.0% | +31.5% |
| All | +0.2% | +64.3% | -64.1% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling