+9,818.5%
VLO vs ENTG
+1,374.7%
+8,443.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.7% | +3.2% |
| 7D | +6.8% | +22.8% | -16.1% | +1.8% |
| 30D | -17.9% | -4.9% | -13.0% | -17.7% |
| 3M | +13.5% | -4.8% | +18.4% | +13.1% |
| 6M | +53.0% | +5.6% | +47.4% | +44.3% |
| YTD | +133.7% | +82.4% | +51.3% | +89.0% |
| 1Y | +115.7% | +82.9% | +32.8% | +73.6% |
| 3Y | +231.9% | +62.1% | +169.8% | +162.0% |
| 5Y | +471.6% | +4.3% | +467.3% | +372.9% |
| 10Y | +780.7% | +793.4% | -12.7% | +324.2% |
| All | +9,818.5% | +1,374.7% | +8,443.8% | +2,922.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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