+1,035.3%
ENTG vs BG
+1,185.2%
-149.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | -0.1% |
| 7D | +8.9% | +2.4% | +6.6% | +7.8% |
| 30D | -7.2% | +15.0% | -22.3% | -12.8% |
| 3M | +6.4% | -0.7% | +7.1% | +5.4% |
| 6M | +25.7% | +7.5% | +18.2% | +19.7% |
| YTD | +67.9% | +41.6% | +26.3% | +42.5% |
| 1Y | +72.4% | +50.7% | +21.7% | +41.6% |
| 3Y | +48.4% | +20.3% | +28.1% | +30.9% |
| 5Y | +20.1% | +85.2% | -65.2% | -14.0% |
| 10Y | +768.1% | +160.6% | +607.5% | +396.1% |
| All | +1,035.3% | +1,185.2% | -149.9% | +301.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling