+764.3%
ENTG vs VIG
+247.5%
+516.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.5% | -3.1% |
| 7D | +5.1% | -2.2% | +7.4% | +9.2% |
| 30D | -8.5% | -3.2% | -5.3% | -3.3% |
| 3M | +6.7% | +3.0% | +3.7% | +1.8% |
| 6M | +17.7% | +8.1% | +9.6% | +4.3% |
| YTD | +63.5% | +9.1% | +54.4% | +44.0% |
| 1Y | +73.6% | +12.6% | +61.0% | +46.5% |
| 3Y | +44.6% | +55.4% | -10.8% | -23.1% |
| 5Y | +16.1% | +62.8% | -46.7% | -38.9% |
| All | +764.3% | +247.5% | +516.7% | +44.9% |
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