+769.3%
ENTG vs VIG
+262.6%
+506.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | +15.2% | +3.5% | +11.7% | +8.9% |
| 30D | -3.6% | +4.9% | -8.6% | -11.1% |
| 3M | -10.0% | +2.5% | -12.5% | -13.7% |
| 6M | +1.8% | +11.0% | -9.2% | -14.2% |
| YTD | +75.5% | +16.0% | +59.5% | +39.4% |
| 1Y | +82.4% | +17.5% | +64.9% | +42.2% |
| 3Y | +58.5% | +67.0% | -8.5% | -25.3% |
| 5Y | +0.4% | +64.8% | -64.4% | -49.1% |
| All | +769.3% | +262.6% | +506.6% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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