+3,275.1%
ENTG vs VCLT
+103.4%
+3,171.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.0% | +6.1% |
| 7D | +2.8% | -0.5% | +3.3% | +3.0% |
| 30D | -4.7% | -0.9% | -3.8% | -4.4% |
| 3M | -0.7% | -3.2% | +2.5% | +0.5% |
| 6M | +7.7% | -3.8% | +11.5% | +9.4% |
| YTD | +65.1% | -2.0% | +67.1% | +66.7% |
| 1Y | +74.8% | -0.8% | +75.6% | +76.0% |
| 3Y | +36.9% | +12.3% | +24.6% | +34.0% |
| 5Y | +16.1% | -15.4% | +31.5% | +12.0% |
| 10Y | +740.3% | +15.7% | +724.6% | +811.3% |
| All | +3,275.1% | +103.4% | +3,171.7% | +8,139.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling