+42.1%
ENTG vs REPL
+48.4%
-6.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.0% | -5.4% | +2.6% |
| 7D | -17.1% | +22.8% | -39.9% | -17.1% |
| 30D | -23.0% | +63.8% | -86.8% | -23.1% |
| 3M | -10.2% | +68.1% | -78.3% | -10.3% |
| 6M | -17.8% | +528.5% | -546.3% | -16.6% |
| YTD | +52.4% | +122.4% | -70.1% | +54.2% |
| 1Y | +49.8% | +154.4% | -104.6% | +51.7% |
| 3Y | +42.1% | +68.0% | -25.9% | +44.7% |
| All | +42.1% | +48.4% | -6.3% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling