+143.6%
ENTG vs RVMD
+644.5%
-500.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.2% |
| 7D | +2.8% | +1.0% | +1.8% | +2.6% |
| 30D | -4.7% | +6.4% | -11.1% | -6.0% |
| 3M | -0.7% | +34.9% | -35.6% | -6.5% |
| 6M | +7.7% | +107.6% | -99.8% | -9.4% |
| YTD | +65.1% | +163.7% | -98.6% | +29.6% |
| 1Y | +74.8% | +439.2% | -364.4% | +15.9% |
| 3Y | +36.9% | +499.2% | -462.3% | -15.3% |
| 5Y | +16.1% | +621.7% | -605.6% | -36.7% |
| All | +143.6% | +644.5% | -500.8% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling