+782.9%
ENTG vs NSC
+332.1%
+450.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.8% |
| 7D | +1.2% | -2.8% | +4.0% | +3.1% |
| 30D | -12.9% | -4.5% | -8.3% | -10.2% |
| 3M | -3.1% | +3.5% | -6.6% | -6.1% |
| 6M | +21.0% | +8.5% | +12.5% | +12.7% |
| YTD | +67.0% | +12.3% | +54.7% | +52.1% |
| 1Y | +68.6% | +18.9% | +49.7% | +48.0% |
| 3Y | +48.6% | +74.1% | -25.5% | -0.9% |
| 5Y | +18.6% | +43.9% | -25.3% | -9.5% |
| All | +782.9% | +332.1% | +450.9% | +206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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