+16.1%
ENTG vs VIVK
-100.0%
+116.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.4% | -6.3% | -3.9% |
| 7D | +5.1% | -9.5% | +14.6% | +5.1% |
| 30D | -8.5% | -35.1% | +26.6% | -8.4% |
| 3M | +6.7% | -93.4% | +100.1% | +7.8% |
| 6M | +17.7% | -98.0% | +115.7% | +19.6% |
| YTD | +63.5% | -97.9% | +161.3% | +64.7% |
| 1Y | +73.6% | -100.0% | +173.5% | +79.8% |
| 3Y | +44.6% | -100.0% | +144.5% | +48.0% |
| 5Y | +16.1% | -100.0% | +116.1% | +18.2% |
| All | +16.1% | -100.0% | +116.1% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling