+1,279.2%
ENTG vs VMC
+832.3%
+446.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.5% |
| 7D | +15.2% | -1.3% | +16.4% | +16.1% |
| 30D | -3.6% | +15.5% | -19.1% | -12.0% |
| 3M | -10.0% | +0.6% | -10.5% | -11.1% |
| 6M | +1.8% | +2.1% | -0.3% | -1.4% |
| YTD | +75.5% | -1.6% | +77.1% | +73.8% |
| 1Y | +82.4% | -1.2% | +83.6% | +80.3% |
| 3Y | +58.5% | +35.3% | +23.2% | +30.9% |
| 5Y | +0.4% | +43.6% | -43.2% | -18.8% |
| 10Y | +759.6% | +126.7% | +632.9% | +376.9% |
| All | +1,279.2% | +832.3% | +446.9% | +108.5% |
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