+990.8%
ENTG vs ITOT
+891.2%
+99.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.7% |
| 7D | +8.9% | +0.7% | +8.3% | +7.6% |
| 30D | -7.2% | -1.1% | -6.1% | -5.3% |
| 3M | +6.4% | +3.9% | +2.5% | +1.8% |
| 6M | +25.7% | +14.7% | +10.9% | +2.8% |
| YTD | +67.9% | +13.3% | +54.5% | +41.5% |
| 1Y | +72.4% | +19.1% | +53.2% | +35.5% |
| 3Y | +48.4% | +77.3% | -28.9% | -35.6% |
| 5Y | +20.1% | +74.1% | -54.0% | -42.1% |
| 10Y | +768.1% | +293.1% | +475.0% | +10.4% |
| All | +990.8% | +891.2% | +99.6% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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