+1,333.5%
ENTG vs VSH
+20.1%
+1,313.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +4.0% | +2.4% |
| 7D | +22.8% | +26.2% | -3.4% | +5.4% |
| 30D | -4.9% | -12.5% | +7.6% | +3.4% |
| 3M | -4.8% | -16.9% | +12.1% | +6.4% |
| 6M | +5.6% | -17.0% | +22.6% | +14.1% |
| YTD | +82.4% | +93.8% | -11.4% | +12.2% |
| 1Y | +82.9% | +99.3% | -16.5% | +10.8% |
| 3Y | +62.1% | +35.0% | +27.1% | +23.6% |
| 5Y | +4.3% | +45.8% | -41.5% | -22.2% |
| 10Y | +793.4% | +127.1% | +666.3% | +369.0% |
| All | +1,333.5% | +20.1% | +1,313.4% | +589.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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