+2,545.5%
VRT vs ENTG
+324.5%
+2,221.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.4% | -11.0% | -10.3% |
| 7D | +2.4% | +8.9% | -6.5% | -2.1% |
| 30D | -2.7% | -0.8% | -1.9% | -2.5% |
| 3M | -9.2% | +6.6% | -15.7% | -13.3% |
| 6M | -0.5% | +22.1% | -22.6% | -12.0% |
| YTD | +62.3% | +70.2% | -7.8% | +20.9% |
| 1Y | +109.6% | +76.7% | +32.9% | +50.7% |
| 3Y | +573.1% | +50.5% | +522.6% | +418.6% |
| 5Y | +953.6% | +21.8% | +931.8% | +755.1% |
| All | +2,545.5% | +324.5% | +2,221.0% | +1,498.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling