+281.0%
ENTG vs REPL
-6.0%
+287.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| 3M | -0.7% | +52.4% | -53.1% | -4.4% |
| 6M | +7.7% | +107.4% | -99.7% | -1.9% |
| YTD | +65.1% | +54.7% | +10.3% | +52.5% |
| 1Y | +74.8% | +158.9% | -84.1% | +51.6% |
| 3Y | +36.9% | -23.7% | +60.6% | +14.0% |
| 5Y | +16.1% | -54.3% | +70.5% | -0.3% |
| All | +281.0% | -6.0% | +287.0% | +144.2% |
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 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