+251.7%
ENTG vs REPL
+35.1%
+216.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.0% | -5.4% | +2.2% |
| 7D | -17.1% | +22.8% | -39.9% | -17.9% |
| 30D | -23.0% | +63.8% | -86.8% | -24.7% |
| 3M | -10.2% | +68.1% | -78.3% | -12.5% |
| 6M | -17.8% | +528.5% | -546.3% | -26.8% |
| YTD | +52.4% | +122.4% | -70.1% | +38.3% |
| 1Y | +49.8% | +154.4% | -104.6% | +34.8% |
| 3Y | +42.1% | +68.0% | -25.9% | +9.0% |
| 5Y | -10.2% | -35.4% | +25.1% | -24.0% |
| All | +251.7% | +35.1% | +216.5% | +121.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling