+782.9%
ENTG vs VTRS
-48.4%
+831.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.9% |
| 7D | +1.2% | -2.2% | +3.4% | +2.0% |
| 30D | -12.9% | +3.3% | -16.2% | -13.9% |
| 3M | -3.1% | +2.0% | -5.0% | -4.6% |
| 6M | +21.0% | +19.9% | +1.1% | +12.1% |
| YTD | +67.0% | +35.7% | +31.3% | +47.9% |
| 1Y | +68.6% | +68.1% | +0.5% | +37.8% |
| 3Y | +48.6% | +87.1% | -38.5% | +15.2% |
| 5Y | +18.6% | +47.6% | -29.0% | -3.4% |
| All | +782.9% | -48.4% | +831.3% | +766.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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