+1,279.2%
ENTG vs NSC
+3,418.2%
-2,138.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -2.8% |
| 7D | +15.2% | +2.5% | +12.7% | +13.6% |
| 30D | -3.6% | +1.7% | -5.3% | -4.8% |
| 3M | -10.0% | -2.6% | -7.4% | -8.8% |
| 6M | +1.8% | +6.4% | -4.6% | -3.5% |
| YTD | +75.5% | +15.5% | +60.0% | +58.1% |
| 1Y | +82.4% | +17.6% | +64.8% | +62.5% |
| 3Y | +58.5% | +75.0% | -16.5% | +9.2% |
| 5Y | +0.4% | +32.2% | -31.8% | -17.0% |
| 10Y | +759.6% | +296.6% | +463.0% | +241.0% |
| All | +1,279.2% | +3,418.2% | -2,138.9% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling