+770.1%
ENTG vs CAPR
-64.9%
+835.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +9.4% | 0.0% | +9.1% |
| 7D | -7.6% | +36.0% | -43.6% | -8.5% |
| 30D | -15.5% | +25.8% | -41.3% | -16.2% |
| 3M | -7.8% | +140.8% | -148.7% | -11.2% |
| 6M | -5.9% | -67.6% | +61.7% | -4.7% |
| YTD | +66.7% | -65.9% | +132.6% | +68.0% |
| 1Y | +62.1% | +66.1% | -4.0% | +44.0% |
| 3Y | +56.3% | +256.9% | -200.6% | +28.7% |
| 5Y | -3.8% | +172.1% | -175.9% | -21.5% |
| 10Y | +770.1% | -64.7% | +834.8% | +568.0% |
| All | +770.1% | -64.9% | +835.0% | +568.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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