+811.7%
ENTG vs A
+236.6%
+575.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +2.5% |
| 7D | +8.9% | -4.4% | +13.3% | +12.8% |
| 30D | -0.8% | -2.7% | +1.9% | +1.1% |
| 3M | +6.6% | +7.0% | -0.5% | -0.1% |
| 6M | +22.1% | +24.6% | -2.5% | -1.7% |
| YTD | +70.2% | +7.0% | +63.2% | +56.1% |
| 1Y | +76.7% | +15.6% | +61.1% | +51.0% |
| 3Y | +50.5% | +29.9% | +20.6% | +14.3% |
| 5Y | +21.8% | -15.4% | +37.2% | +32.4% |
| 10Y | +811.7% | +248.9% | +562.9% | +245.4% |
| All | +811.7% | +236.6% | +575.1% | +245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling