+21.8%
ENTG vs VCLT
-15.5%
+37.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.6% |
| 7D | +8.9% | 0.0% | +8.9% | +8.9% |
| 30D | -0.8% | +0.1% | -0.9% | -1.0% |
| 3M | +6.6% | -2.9% | +9.4% | +10.4% |
| 6M | +22.1% | -4.0% | +26.0% | +28.3% |
| YTD | +70.2% | -2.2% | +72.4% | +75.9% |
| 1Y | +76.7% | -2.6% | +79.3% | +83.2% |
| 3Y | +50.5% | +12.3% | +38.2% | +36.1% |
| 5Y | +21.8% | -16.4% | +38.2% | +26.8% |
| All | +21.8% | -15.5% | +37.3% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling