+3.6%
ENTG vs A
+53.3%
-49.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.5% | +11.8% | +11.5% |
| 7D | +7.9% | -0.1% | +8.1% | +8.1% |
| 30D | -3.6% | +3.3% | -6.8% | -3.7% |
| 3M | +2.7% | +18.5% | -15.8% | +0.6% |
| 6M | +3.6% | +59.3% | -55.7% | -1.0% |
| All | +3.6% | +53.3% | -49.8% | -1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling