+782.9%
ENTG vs BG
+166.7%
+616.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.8% |
| 7D | +1.2% | +3.1% | -1.9% | 0.0% |
| 30D | -12.9% | +10.2% | -23.1% | -16.2% |
| 3M | -3.1% | -1.7% | -1.4% | -3.3% |
| 6M | +21.0% | +1.0% | +20.0% | +18.6% |
| YTD | +67.0% | +39.9% | +27.1% | +44.2% |
| 1Y | +68.6% | +53.2% | +15.4% | +39.6% |
| 3Y | +48.6% | +16.3% | +32.4% | +34.1% |
| 5Y | +18.6% | +83.9% | -65.2% | -13.0% |
| All | +782.9% | +166.7% | +616.3% | +408.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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