+73.6%
ENTG vs VMC
-13.8%
+87.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.1% |
| 7D | +5.1% | -3.7% | +8.8% | +7.4% |
| 30D | -8.5% | -12.8% | +4.2% | -1.1% |
| 3M | +6.7% | -7.9% | +14.6% | +9.2% |
| 6M | +17.7% | -7.5% | +25.3% | +20.1% |
| YTD | +63.5% | -11.6% | +75.1% | +66.9% |
| 1Y | +73.6% | -14.3% | +87.8% | +82.0% |
| All | +73.6% | -13.8% | +87.4% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling