+764.3%
ENTG vs NOC
+192.5%
+571.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -4.1% |
| 7D | +5.1% | -1.8% | +6.9% | +5.5% |
| 30D | -8.5% | -9.4% | +0.9% | -6.8% |
| 3M | +6.7% | -3.8% | +10.5% | +6.8% |
| 6M | +17.7% | -28.8% | +46.5% | +26.6% |
| YTD | +63.5% | -7.9% | +71.4% | +64.2% |
| 1Y | +73.6% | -9.0% | +82.6% | +74.7% |
| 3Y | +44.6% | +29.1% | +15.5% | +27.9% |
| 5Y | +16.1% | +58.9% | -42.8% | -10.0% |
| All | +764.3% | +192.5% | +571.8% | +432.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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