+48.4%
ENTG vs VMC
+22.8%
+25.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.9% |
| 7D | +8.9% | -0.5% | +9.5% | +9.4% |
| 30D | -7.2% | -9.1% | +1.9% | -0.8% |
| 3M | +6.4% | -4.1% | +10.6% | +7.7% |
| 6M | +25.7% | -5.5% | +31.2% | +28.5% |
| YTD | +67.9% | -8.9% | +76.8% | +74.9% |
| 1Y | +72.4% | -12.9% | +85.3% | +86.0% |
| 3Y | +48.4% | +22.1% | +26.3% | +24.7% |
| All | +48.4% | +22.8% | +25.6% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling