+292.8%
ENTG vs REPL
-9.7%
+302.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.5% | +1.5% |
| 7D | +8.9% | -9.6% | +18.5% | +9.4% |
| 30D | -0.8% | +5.7% | -6.5% | -1.1% |
| 3M | +6.6% | +56.4% | -49.8% | +2.5% |
| 6M | +22.1% | +67.4% | -45.4% | +12.6% |
| YTD | +70.2% | +48.7% | +21.5% | +57.4% |
| 1Y | +76.7% | +148.3% | -71.6% | +53.5% |
| 3Y | +50.5% | -26.7% | +77.2% | +25.4% |
| 5Y | +21.8% | -54.1% | +75.9% | +4.1% |
| All | +292.8% | -9.7% | +302.4% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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