+43.1%
ENTG vs ROIV
+232.7%
-189.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.6% | +5.8% |
| 7D | +2.8% | +0.6% | +2.2% | +2.7% |
| 30D | -4.7% | +1.0% | -5.6% | -4.8% |
| 3M | -0.7% | +18.3% | -19.0% | -3.7% |
| 6M | +7.7% | +18.3% | -10.6% | +4.1% |
| YTD | +65.1% | +61.0% | +4.1% | +49.4% |
| 1Y | +74.8% | +177.9% | -103.1% | +41.7% |
| 3Y | +36.9% | +199.1% | -162.2% | +7.7% |
| 5Y | +16.1% | +250.7% | -234.6% | -21.2% |
| All | +43.1% | +232.7% | -189.5% | +1.1% |
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