+811.7%
ENTG vs VFC
-69.4%
+881.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +2.3% |
| 7D | +8.9% | -2.3% | +11.3% | +10.0% |
| 30D | -0.8% | -13.4% | +12.5% | +5.0% |
| 3M | +6.6% | -23.7% | +30.3% | +17.9% |
| 6M | +22.1% | -24.5% | +46.5% | +35.1% |
| YTD | +70.2% | -27.8% | +98.0% | +91.0% |
| 1Y | +76.7% | -13.5% | +90.2% | +82.9% |
| 3Y | +50.5% | -27.1% | +77.6% | +43.2% |
| 5Y | +21.8% | -79.0% | +100.8% | +109.6% |
| 10Y | +811.7% | -68.7% | +880.5% | +1,234.7% |
| All | +811.7% | -69.4% | +881.1% | +1,234.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling