+769.3%
VST vs ENTG
+15.6%
+753.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.2% | -2.6% | +1.7% |
| 7D | +8.9% | +2.8% | +6.1% | +8.0% |
| 30D | +6.2% | -4.7% | +10.9% | +7.2% |
| 3M | -2.7% | -0.7% | -2.0% | -5.4% |
| 6M | -8.4% | +7.7% | -16.1% | -14.0% |
| YTD | -7.2% | +65.1% | -72.3% | -24.1% |
| 1Y | -20.9% | +74.8% | -95.7% | -36.9% |
| 3Y | +384.0% | +36.9% | +347.1% | +307.6% |
| All | +769.3% | +15.6% | +753.7% | +640.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling