+16.2%
ENTG vs RACE
+93.6%
-77.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.9% | +8.1% | +7.4% |
| 7D | +2.8% | -2.5% | +5.3% | +4.5% |
| 30D | -4.7% | +0.8% | -5.5% | -5.4% |
| 3M | -0.7% | +17.2% | -17.9% | -11.9% |
| 6M | +7.7% | +13.6% | -5.9% | -3.2% |
| YTD | +65.1% | +12.2% | +52.9% | +48.2% |
| 1Y | +74.8% | -16.3% | +91.0% | +92.0% |
| 3Y | +36.9% | +36.4% | +0.5% | -9.3% |
| All | +16.2% | +93.6% | -77.3% | -45.0% |
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