+20.1%
ENTG vs A
-14.2%
+34.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +3.7% |
| 7D | +8.9% | -2.1% | +11.0% | +10.6% |
| 30D | -7.2% | +0.6% | -7.8% | -8.0% |
| 3M | +6.4% | +10.9% | -4.5% | -2.7% |
| 6M | +25.7% | +28.2% | -2.5% | -0.3% |
| YTD | +67.9% | +8.6% | +59.3% | +53.4% |
| 1Y | +72.4% | +15.5% | +56.8% | +48.6% |
| 3Y | +48.4% | +31.8% | +16.6% | +11.1% |
| 5Y | +20.1% | -14.9% | +34.9% | +30.3% |
| All | +20.1% | -14.2% | +34.3% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling