+64.7%
ENTG vs RACE
+23.0%
+41.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.4% |
| 7D | +22.8% | -4.0% | +26.8% | +25.0% |
| 30D | -4.9% | +3.5% | -8.4% | -6.5% |
| 3M | -4.8% | -0.4% | -4.4% | -5.1% |
| 6M | +5.6% | +23.2% | -17.6% | -5.5% |
| YTD | +82.4% | +11.0% | +71.4% | +70.2% |
| 1Y | +82.9% | -2.2% | +85.1% | +81.9% |
| All | +64.7% | +23.0% | +41.8% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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