+1,342.9%
ENTG vs VMC
+851.5%
+491.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -1.0% | +12.3% | +11.9% |
| 7D | +7.9% | -4.3% | +12.2% | +11.0% |
| 30D | -3.6% | +16.2% | -19.8% | -12.3% |
| 3M | +2.7% | -0.8% | +3.6% | +2.1% |
| 6M | +3.6% | +1.2% | +2.4% | +0.9% |
| YTD | +83.6% | +0.5% | +83.1% | +79.7% |
| 1Y | +84.9% | -2.9% | +87.8% | +84.6% |
| 3Y | +63.2% | +37.3% | +25.9% | +33.6% |
| 5Y | +4.9% | +48.8% | -43.9% | -16.8% |
| 10Y | +799.3% | +131.4% | +667.9% | +393.0% |
| All | +1,342.9% | +851.5% | +491.4% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling