+19.7%
ENTG vs VSXY
+37.5%
-17.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.4% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -12.9% | -18.7% | +5.8% | -8.7% |
| 3M | -3.1% | -4.0% | +0.9% | -3.2% |
| 6M | +21.0% | +67.5% | -46.5% | +2.0% |
| YTD | +67.0% | +39.7% | +27.4% | +46.1% |
| 1Y | +68.6% | +180.0% | -111.3% | +21.8% |
| 3Y | +48.6% | +337.3% | -288.6% | -14.0% |
| 5Y | +18.6% | +22.7% | -4.1% | -7.5% |
| All | +19.7% | +37.5% | -17.8% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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