+782.9%
ENTG vs VIVK
-100.0%
+882.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.4% | +9.5% | +2.2% |
| 7D | +1.2% | -4.4% | +5.5% | +1.2% |
| 30D | -12.9% | -40.8% | +28.0% | -12.6% |
| 3M | -3.1% | -94.1% | +91.1% | -1.8% |
| 6M | +21.0% | -98.2% | +119.2% | +23.0% |
| YTD | +67.0% | -98.0% | +165.0% | +68.8% |
| 1Y | +68.6% | -100.0% | +168.6% | +74.3% |
| 3Y | +48.6% | -100.0% | +148.6% | +52.8% |
| 5Y | +18.6% | -100.0% | +118.6% | +22.1% |
| All | +782.9% | -100.0% | +882.9% | +757.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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