+146.5%
ENTG vs RVMD
+622.3%
-475.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +1.2% | -3.0% | +4.2% | +1.8% |
| 30D | -12.9% | -0.7% | -12.1% | -12.8% |
| 3M | -3.1% | +36.5% | -39.6% | -9.0% |
| 6M | +21.0% | +104.6% | -83.6% | +2.0% |
| YTD | +67.0% | +155.8% | -88.8% | +32.0% |
| 1Y | +68.6% | +340.7% | -272.0% | +17.2% |
| 3Y | +48.6% | +519.9% | -471.3% | -8.8% |
| 5Y | +18.6% | +584.9% | -566.3% | -34.6% |
| All | +146.5% | +622.3% | -475.8% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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