+16.2%
ENTG vs REPL
-54.3%
+70.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.2% |
| 7D | +2.8% | -3.0% | +5.8% | +2.9% |
| 30D | -4.7% | +27.1% | -31.8% | -5.2% |
| 3M | -0.7% | +52.4% | -53.1% | -2.4% |
| 6M | +7.7% | +107.4% | -99.7% | +4.1% |
| YTD | +65.1% | +54.7% | +10.3% | +60.6% |
| 1Y | +74.8% | +158.9% | -84.1% | +65.1% |
| 3Y | +36.9% | -23.7% | +60.6% | +33.0% |
| All | +16.2% | -54.3% | +70.5% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling