+721.8%
ENTG vs RF
+279.4%
+442.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.8% |
| 7D | -17.1% | -0.9% | -16.2% | -16.7% |
| 30D | -23.0% | +6.0% | -29.0% | -25.5% |
| 3M | -10.2% | -8.9% | -1.3% | -6.1% |
| 6M | -17.8% | +2.3% | -20.1% | -19.5% |
| YTD | +52.4% | +7.6% | +44.8% | +45.5% |
| 1Y | +49.8% | +21.2% | +28.6% | +34.7% |
| 3Y | +42.1% | +108.5% | -66.4% | -0.7% |
| 5Y | -10.2% | +43.2% | -53.4% | -26.3% |
| All | +721.8% | +279.4% | +442.4% | +360.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling