+2,010.2%
VRT vs ENTG
+355.0%
+1,655.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.9% |
| 7D | +18.6% | +22.8% | -4.2% | +6.3% |
| 30D | -11.7% | -4.9% | -6.8% | -8.7% |
| 3M | -27.3% | -4.8% | -22.5% | -25.0% |
| 6M | -42.9% | +5.6% | -48.5% | -45.1% |
| YTD | +29.5% | +82.4% | -52.9% | -6.4% |
| 1Y | +21.0% | +82.9% | -61.8% | -13.0% |
| 3Y | +403.1% | +62.1% | +341.0% | +275.4% |
| 5Y | +688.8% | +4.3% | +684.5% | +565.0% |
| All | +2,010.2% | +355.0% | +1,655.2% | +1,137.9% |
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