+15.3%
ENTG vs NSC
+42.7%
-27.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.9% |
| 7D | +1.2% | -2.8% | +4.0% | +3.4% |
| 30D | -12.9% | -4.5% | -8.3% | -9.8% |
| 3M | -3.1% | +3.5% | -6.6% | -6.7% |
| 6M | +21.0% | +8.5% | +12.5% | +11.0% |
| YTD | +67.0% | +12.3% | +54.7% | +49.3% |
| 1Y | +68.6% | +18.9% | +49.7% | +44.2% |
| 3Y | +48.6% | +74.1% | -25.5% | -11.3% |
| All | +15.3% | +42.7% | -27.3% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling