+48.6%
ENTG vs NTRS
+168.2%
-119.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.3% |
| 7D | +1.2% | +1.4% | -0.2% | 0.0% |
| 30D | -12.9% | -0.7% | -12.2% | -12.5% |
| 3M | -3.1% | +11.3% | -14.4% | -11.8% |
| 6M | +21.0% | +35.5% | -14.5% | -7.2% |
| YTD | +67.0% | +40.6% | +26.4% | +23.3% |
| 1Y | +68.6% | +49.2% | +19.4% | +18.7% |
| 3Y | +48.6% | +167.2% | -118.6% | -31.6% |
| All | +48.6% | +168.2% | -119.5% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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