+1,219.2%
ENTG vs NSC
+3,404.2%
-2,185.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | +8.9% | -1.5% | +10.5% | +10.0% |
| 30D | -7.2% | -1.9% | -5.3% | -6.1% |
| 3M | +6.4% | +6.2% | +0.2% | +1.8% |
| 6M | +25.7% | +9.2% | +16.5% | +17.4% |
| YTD | +67.9% | +15.0% | +52.8% | +52.0% |
| 1Y | +72.4% | +21.1% | +51.3% | +51.4% |
| 3Y | +48.4% | +78.6% | -30.2% | +1.1% |
| 5Y | +20.1% | +45.9% | -25.8% | -6.5% |
| 10Y | +768.1% | +326.9% | +441.3% | +230.5% |
| All | +1,219.2% | +3,404.2% | -2,185.0% | +94.4% |
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