+65.7%
ENTG vs VRSK
-8.8%
+74.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.4% | -6.9% | -6.2% |
| 7D | -10.3% | +4.2% | -14.6% | -7.6% |
| 30D | -14.4% | +21.2% | -35.5% | -2.2% |
| 3M | -1.1% | +2.9% | -4.0% | +3.5% |
| 6M | +3.0% | +11.3% | -8.4% | +14.7% |
| YTD | +70.1% | -10.8% | +80.9% | +88.3% |
| 1Y | +65.7% | -9.2% | +74.9% | +85.3% |
| All | +65.7% | -8.8% | +74.5% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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