+47.7%
ENTG vs VLTO
+27.2%
+20.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +7.0% |
| 7D | +2.8% | -2.3% | +5.1% | +4.1% |
| 30D | -4.7% | -0.9% | -3.8% | -4.4% |
| 3M | -0.7% | +13.8% | -14.6% | -10.8% |
| 6M | +7.7% | +2.0% | +5.7% | +5.0% |
| YTD | +65.1% | -3.2% | +68.3% | +67.1% |
| 1Y | +74.8% | -9.2% | +84.0% | +85.6% |
| All | +47.7% | +27.2% | +20.5% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 all: compounded portfolio wealth divided by compounded VLTO 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…
all analysis · Full analysis span regression · 6 months rolling