+72.9%
BAC vs ENTG
+18.8%
+54.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | +1.2% | +8.9% | -7.8% | -0.5% |
| 30D | -0.7% | -7.2% | +6.5% | +0.3% |
| 3M | +16.9% | +6.4% | +10.5% | +12.6% |
| 6M | +29.6% | +25.7% | +3.9% | +19.2% |
| YTD | +15.3% | +67.9% | -52.6% | -1.6% |
| 1Y | +28.8% | +72.4% | -43.5% | +8.1% |
| 3Y | +136.4% | +48.4% | +88.0% | +95.3% |
| 5Y | +72.9% | +20.1% | +52.9% | +45.8% |
| All | +72.9% | +18.8% | +54.1% | +45.8% |
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