+74.8%
ENTG vs VFC
-6.8%
+81.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.8% | +5.0% |
| 7D | +2.8% | -1.6% | +4.4% | +3.7% |
| 30D | -4.7% | -11.6% | +7.0% | +0.9% |
| 3M | -0.7% | -18.1% | +17.4% | +7.5% |
| 6M | +7.7% | -27.4% | +35.1% | +22.0% |
| YTD | +65.1% | -24.8% | +89.9% | +81.5% |
| 1Y | +74.8% | -8.2% | +83.0% | +66.7% |
| All | +74.8% | -6.8% | +81.6% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling