+78.1%
ENTG vs JAAA
+29.3%
+48.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +8.9% | +0.1% | +8.8% | +8.6% |
| 30D | -7.2% | +0.5% | -7.7% | -8.6% |
| 3M | +6.4% | +1.2% | +5.2% | +2.1% |
| 6M | +25.7% | +2.8% | +22.8% | +14.4% |
| YTD | +67.9% | +3.2% | +64.7% | +51.6% |
| 1Y | +72.4% | +4.8% | +67.5% | +48.5% |
| 3Y | +48.4% | +19.0% | +29.5% | +13.0% |
| 5Y | +20.1% | +26.8% | -6.8% | -12.7% |
| All | +78.1% | +29.3% | +48.8% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling