+362.9%
ENTG vs NTR
+97.9%
+265.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | +1.2% | -1.3% | +2.5% | +1.7% |
| 30D | -12.9% | +16.8% | -29.6% | -18.4% |
| 3M | -3.1% | +20.7% | -23.8% | -11.4% |
| 6M | +21.0% | +0.5% | +20.5% | +18.1% |
| YTD | +67.0% | +29.2% | +37.8% | +45.0% |
| 1Y | +68.6% | +39.6% | +29.0% | +40.8% |
| 3Y | +48.6% | +37.9% | +10.8% | +21.5% |
| 5Y | +18.6% | +47.1% | -28.4% | -12.8% |
| All | +362.9% | +97.9% | +265.0% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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