+864.4%
ENTG vs RACE
+658.9%
+205.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.5% |
| 7D | -17.1% | +5.1% | -22.2% | -19.7% |
| 30D | -23.0% | +7.7% | -30.7% | -26.6% |
| 3M | -10.2% | +2.2% | -12.4% | -12.0% |
| 6M | -17.8% | +23.8% | -41.5% | -29.1% |
| YTD | +52.4% | +13.9% | +38.5% | +36.8% |
| 1Y | +49.8% | +3.8% | +46.0% | +42.4% |
| 3Y | +42.1% | +28.0% | +14.1% | +13.0% |
| 5Y | -10.2% | +64.9% | -75.2% | -39.6% |
| 10Y | +756.0% | +780.4% | -24.4% | +185.8% |
| All | +864.4% | +658.9% | +205.6% | +195.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling