-11.8%
ENTG vs VCIT
+3.2%
-15.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.8% |
| 7D | -17.1% | +0.1% | -17.2% | -17.4% |
| 30D | -23.0% | +1.9% | -24.9% | -26.2% |
| 3M | -10.2% | -1.4% | -8.8% | -7.9% |
| 6M | -17.8% | -2.1% | -15.6% | -13.9% |
| YTD | +52.4% | -1.6% | +54.0% | +58.5% |
| 1Y | +49.8% | -0.9% | +50.7% | +53.9% |
| 3Y | +42.1% | +20.0% | +22.2% | +4.2% |
| All | -11.8% | +3.2% | -15.0% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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