+645.9%
VST vs ENTG
+3.6%
+642.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.0% |
| 7D | +19.2% | +22.8% | -3.7% | +11.7% |
| 30D | -17.2% | -4.9% | -12.3% | -16.1% |
| 3M | -8.1% | -4.8% | -3.3% | -7.4% |
| 6M | -8.1% | +5.6% | -13.7% | -12.7% |
| YTD | -16.3% | +82.4% | -98.7% | -34.1% |
| 1Y | -24.1% | +82.9% | -107.0% | -40.6% |
| 3Y | +300.2% | +62.1% | +238.1% | +221.1% |
| 5Y | +645.9% | +4.3% | +641.6% | +533.5% |
| All | +645.9% | +3.6% | +642.4% | +533.5% |
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