+782.9%
ENTG vs VRSK
+126.1%
+656.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +1.2% | -5.2% | +6.3% | +3.6% |
| 30D | -12.9% | -2.3% | -10.5% | -12.5% |
| 3M | -3.1% | -2.9% | -0.1% | -5.3% |
| 6M | +21.0% | -12.8% | +33.8% | +23.7% |
| YTD | +67.0% | -20.8% | +87.8% | +79.2% |
| 1Y | +68.6% | -33.2% | +101.8% | +100.3% |
| 3Y | +48.6% | -26.6% | +75.2% | +57.9% |
| 5Y | +18.6% | -11.3% | +29.9% | +7.9% |
| All | +782.9% | +126.1% | +656.9% | +320.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling