-11.8%
ENTG vs ROIV
+378.2%
-390.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.2% | -3.6% | +1.1% |
| 7D | -17.1% | +5.3% | -22.4% | -18.1% |
| 30D | -23.0% | +11.9% | -34.9% | -25.1% |
| 3M | -10.2% | +10.7% | -20.9% | -12.9% |
| 6M | -17.8% | +34.9% | -52.7% | -23.6% |
| YTD | +52.4% | +79.2% | -26.8% | +32.4% |
| 1Y | +49.8% | +89.0% | -39.2% | +28.4% |
| 3Y | +42.1% | +337.3% | -295.2% | +2.5% |
| All | -11.8% | +378.2% | -390.0% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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