-3.8%
ENTG vs ALL
+145.6%
-149.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.4% | +9.8% | +9.4% |
| 7D | -7.6% | -3.9% | -3.7% | -7.6% |
| 30D | -15.5% | +10.6% | -26.1% | -15.6% |
| 3M | -7.8% | -4.6% | -3.3% | -7.6% |
| 6M | -5.9% | +20.2% | -26.1% | -9.0% |
| YTD | +66.7% | +23.7% | +43.0% | +59.4% |
| 1Y | +62.1% | +27.9% | +34.2% | +53.5% |
| 3Y | +56.3% | +109.2% | -52.9% | +22.4% |
| 5Y | -3.8% | +148.0% | -151.8% | -28.1% |
| All | -3.8% | +145.6% | -149.4% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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