-11.8%
ENTG vs RACE
+65.0%
-76.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.6% |
| 7D | -17.1% | +5.1% | -22.2% | -19.9% |
| 30D | -23.0% | +7.7% | -30.7% | -27.0% |
| 3M | -10.2% | +2.2% | -12.4% | -12.2% |
| 6M | -17.8% | +23.8% | -41.5% | -30.6% |
| YTD | +52.4% | +13.9% | +38.5% | +34.7% |
| 1Y | +49.8% | +3.8% | +46.0% | +41.7% |
| 3Y | +42.1% | +28.0% | +14.1% | +0.6% |
| All | -11.8% | +65.0% | -76.8% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling