+782.9%
ENTG vs VCLT
+17.1%
+765.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | +1.2% | -1.4% | +2.5% | +2.3% |
| 30D | -12.9% | -1.2% | -11.7% | -12.0% |
| 3M | -3.1% | -4.8% | +1.7% | +1.1% |
| 6M | +21.0% | -2.6% | +23.6% | +24.5% |
| YTD | +67.0% | -3.3% | +70.3% | +73.0% |
| 1Y | +68.6% | -4.8% | +73.5% | +76.6% |
| 3Y | +48.6% | +11.5% | +37.1% | +39.0% |
| 5Y | +18.6% | -17.0% | +35.6% | +29.9% |
| All | +782.9% | +17.1% | +765.9% | +831.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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