+44.6%
ENTG vs VFC
-24.8%
+69.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.8% | +5.4% |
| 7D | +2.8% | -1.6% | +4.4% | +3.4% |
| 30D | -4.7% | -11.6% | +7.0% | -0.8% |
| 3M | -0.7% | -18.1% | +17.4% | +5.3% |
| 6M | +7.7% | -27.4% | +35.1% | +18.5% |
| YTD | +65.1% | -24.8% | +89.9% | +78.9% |
| 1Y | +74.8% | -8.2% | +83.0% | +77.4% |
| All | +44.6% | -24.8% | +69.4% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling