+1,112.0%
VST vs ENTG
+737.3%
+374.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.6% | +8.0% | +9.8% |
| 7D | -9.8% | -17.1% | +7.3% | -4.8% |
| 30D | -25.1% | -23.0% | -2.1% | -19.5% |
| 3M | -11.6% | -10.2% | -1.4% | -9.4% |
| 6M | -20.9% | -17.8% | -3.2% | -18.8% |
| YTD | -22.3% | +52.4% | -74.7% | -33.6% |
| 1Y | -32.0% | +49.8% | -81.8% | -41.8% |
| 3Y | +262.4% | +42.1% | +220.3% | +210.5% |
| 5Y | +563.4% | -10.2% | +573.6% | +496.4% |
| All | +1,112.0% | +737.3% | +374.8% | +547.6% |
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