+1,184.7%
ENTG vs NTRS
+376.6%
+808.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.4% | -5.3% | -4.8% |
| 7D | +5.1% | +0.3% | +4.8% | +4.8% |
| 30D | -8.5% | +0.2% | -8.7% | -8.7% |
| 3M | +6.7% | +13.2% | -6.5% | -2.0% |
| 6M | +17.7% | +36.9% | -19.2% | -5.0% |
| YTD | +63.5% | +39.1% | +24.4% | +30.2% |
| 1Y | +73.6% | +50.4% | +23.1% | +31.8% |
| 3Y | +44.6% | +166.8% | -122.2% | -25.2% |
| 5Y | +16.1% | +92.9% | -76.8% | -26.7% |
| 10Y | +775.8% | +255.7% | +520.2% | +240.2% |
| All | +1,184.7% | +376.6% | +808.1% | +190.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling