+20.3%
ENTG vs VSXY
+42.7%
-22.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +0.7% |
| 7D | +8.9% | -6.8% | +15.7% | +10.6% |
| 30D | -7.2% | -20.4% | +13.1% | -2.4% |
| 3M | +6.4% | +2.9% | +3.5% | +4.5% |
| 6M | +25.7% | +67.9% | -42.2% | +5.9% |
| YTD | +67.9% | +44.9% | +23.0% | +45.5% |
| 1Y | +72.4% | +205.9% | -133.6% | +21.8% |
| 3Y | +48.4% | +373.9% | -325.4% | -16.1% |
| 5Y | +20.1% | +23.5% | -3.4% | -7.1% |
| All | +20.3% | +42.7% | -22.4% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling