-53.9%
C vs ENTG
+1,131.8%
-1,185.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.3% |
| 7D | -2.4% | -17.1% | +14.7% | +3.2% |
| 30D | -6.0% | -23.0% | +17.0% | +0.9% |
| 3M | -10.5% | -10.2% | -0.3% | -9.5% |
| 6M | -5.7% | -17.8% | +12.1% | -5.1% |
| YTD | +4.1% | +52.4% | -48.2% | -15.6% |
| 1Y | +20.5% | +49.8% | -29.3% | -2.3% |
| 3Y | +208.1% | +42.1% | +166.0% | +138.4% |
| 5Y | +110.4% | -10.2% | +120.6% | +75.5% |
| 10Y | +234.6% | +756.0% | -521.4% | +26.2% |
| All | -53.9% | +1,131.8% | -1,185.7% | -90.8% |
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 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