+782.9%
ENTG vs NYT
+489.9%
+293.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | +1.2% | -0.6% | +1.8% | +1.4% |
| 30D | -12.9% | +4.6% | -17.4% | -14.4% |
| 3M | -3.1% | -9.6% | +6.5% | -1.4% |
| 6M | +21.0% | -14.0% | +35.0% | +25.2% |
| YTD | +67.0% | -2.8% | +69.8% | +63.6% |
| 1Y | +68.6% | +15.6% | +53.0% | +52.6% |
| 3Y | +48.6% | +56.3% | -7.7% | +16.3% |
| 5Y | +18.6% | +39.5% | -20.9% | -6.1% |
| All | +782.9% | +489.9% | +293.0% | +325.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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