+51.5%
ENTG vs NSC
+75.0%
-23.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +2.3% |
| 7D | +8.9% | -2.0% | +11.0% | +10.5% |
| 30D | -0.8% | -3.2% | +2.4% | +1.3% |
| 3M | +6.6% | +3.9% | +2.6% | +2.9% |
| 6M | +22.1% | +7.8% | +14.3% | +13.6% |
| YTD | +70.2% | +13.4% | +56.8% | +52.8% |
| 1Y | +76.7% | +20.3% | +56.4% | +52.4% |
| All | +51.5% | +75.0% | -23.6% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling