+65.7%
ENTG vs RF
+25.4%
+40.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.5% | -8.0% | -7.3% |
| 7D | -10.3% | +2.3% | -12.6% | -11.5% |
| 30D | -14.4% | +7.2% | -21.6% | -18.2% |
| 3M | -1.1% | -8.2% | +7.1% | +5.3% |
| 6M | +3.0% | +7.0% | -4.1% | -4.3% |
| YTD | +70.1% | +10.3% | +59.8% | +43.3% |
| 1Y | +65.7% | +25.1% | +40.7% | +11.0% |
| All | +65.7% | +25.4% | +40.3% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling