+58.2%
ENTG vs ROIV
+280.9%
-222.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.8% | +0.3% |
| 7D | +22.8% | +9.2% | +13.6% | +20.6% |
| 30D | -4.9% | +19.9% | -24.8% | -8.6% |
| 3M | -4.8% | +10.6% | -15.4% | -7.4% |
| 6M | +5.6% | +36.1% | -30.5% | -1.5% |
| YTD | +82.4% | +84.3% | -1.9% | +59.5% |
| 1Y | +82.9% | +87.6% | -4.7% | +59.1% |
| 3Y | +62.1% | +353.9% | -291.8% | +19.6% |
| 5Y | +4.3% | +376.1% | -371.8% | -34.1% |
| All | +58.2% | +280.9% | -222.7% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling