-35.9%
DOW vs ENTG
+21.6%
-57.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.9% |
| 7D | -6.0% | +8.9% | -14.9% | -7.8% |
| 30D | -2.7% | -0.8% | -1.9% | -3.0% |
| 3M | -10.5% | +6.6% | -17.0% | -15.0% |
| 6M | -12.4% | +22.1% | -34.5% | -21.6% |
| YTD | +30.0% | +70.2% | -40.1% | +4.5% |
| 1Y | +27.8% | +76.7% | -48.9% | +0.9% |
| 3Y | -34.9% | +50.5% | -85.4% | -48.7% |
| 5Y | -35.9% | +21.8% | -57.7% | -50.0% |
| All | -35.9% | +21.6% | -57.5% | -50.0% |
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