+20.2%
ENTG vs VMC
+53.2%
-33.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +3.1% |
| 7D | +8.9% | -0.5% | +9.5% | +9.4% |
| 30D | -7.2% | -9.1% | +1.9% | +0.1% |
| 3M | +6.4% | -4.1% | +10.6% | +8.2% |
| 6M | +25.7% | -5.5% | +31.2% | +29.1% |
| YTD | +67.9% | -8.9% | +76.8% | +76.6% |
| 1Y | +72.4% | -12.9% | +85.3% | +88.3% |
| 3Y | +48.4% | +22.1% | +26.3% | +17.0% |
| All | +20.2% | +53.2% | -33.1% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling