+373.4%
VST vs ENTG
+37.4%
+336.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.2% | -2.6% | +1.3% |
| 7D | +8.9% | +2.8% | +6.1% | +7.7% |
| 30D | +6.2% | -4.7% | +10.9% | +7.3% |
| 3M | -2.7% | -0.7% | -2.0% | -6.7% |
| 6M | -8.4% | +7.7% | -16.1% | -16.4% |
| YTD | -7.2% | +65.1% | -72.3% | -30.5% |
| 1Y | -20.9% | +74.8% | -95.7% | -43.2% |
| All | +373.4% | +37.4% | +336.0% | +302.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling