+97.6%
AGG vs ENTG
+1,116.4%
-1,018.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.2% |
| 7D | -0.2% | +8.9% | -9.1% | -0.2% |
| 30D | -0.2% | -0.8% | +0.6% | -0.2% |
| 3M | -0.7% | +6.6% | -7.3% | -0.7% |
| 6M | -1.8% | +22.1% | -23.8% | -1.7% |
| YTD | -0.6% | +70.2% | -70.8% | -0.4% |
| 1Y | +0.4% | +76.7% | -76.3% | +0.6% |
| 3Y | +13.2% | +50.5% | -37.3% | +13.4% |
| 5Y | -2.0% | +21.8% | -23.8% | -1.8% |
| 10Y | +15.1% | +811.7% | -796.7% | +17.9% |
| All | +97.6% | +1,116.4% | -1,018.7% | +103.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling