+122.4%
ENTG vs BOXX
+18.4%
+104.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +5.1% | 0.0% | +5.1% | +5.3% |
| 30D | -8.5% | +0.3% | -8.8% | -7.8% |
| 3M | +6.7% | +1.0% | +5.7% | +8.7% |
| 6M | +17.7% | +1.9% | +15.8% | +18.8% |
| YTD | +63.5% | +2.6% | +60.8% | +62.7% |
| 1Y | +73.6% | +4.0% | +69.6% | +68.3% |
| 3Y | +44.6% | +14.6% | +29.9% | +28.5% |
| All | +122.4% | +18.4% | +104.0% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling