+48.6%
ENTG vs BOXX
+14.7%
+34.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.3% |
| 7D | +1.2% | +0.1% | +1.1% | +1.3% |
| 30D | -12.9% | +0.3% | -13.2% | -12.1% |
| 3M | -3.1% | +1.0% | -4.1% | -1.1% |
| 6M | +21.0% | +1.9% | +19.1% | +21.6% |
| YTD | +67.0% | +2.7% | +64.3% | +64.2% |
| 1Y | +68.6% | +4.0% | +64.6% | +59.2% |
| 3Y | +48.6% | +14.7% | +34.0% | +11.1% |
| All | +48.6% | +14.7% | +34.0% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 3y: compounded portfolio wealth divided by compounded BOXX 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…
3y analysis · Full analysis span regression · 6 months rolling