+77.2%
ENTG vs JAAA
+29.4%
+47.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +1.9% |
| 7D | +1.2% | +0.1% | +1.1% | +0.9% |
| 30D | -12.9% | +0.5% | -13.4% | -14.4% |
| 3M | -3.1% | +1.3% | -4.3% | -7.1% |
| 6M | +21.0% | +2.8% | +18.2% | +10.4% |
| YTD | +67.0% | +3.3% | +63.7% | +50.4% |
| 1Y | +68.6% | +4.9% | +63.7% | +44.9% |
| 3Y | +48.6% | +19.0% | +29.7% | +12.9% |
| 5Y | +18.6% | +26.9% | -8.3% | -13.9% |
| All | +77.2% | +29.4% | +47.8% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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