+799.3%
ENTG vs RF
+241.0%
+558.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.2% | +11.5% | +11.4% |
| 7D | +7.9% | -1.3% | +9.3% | +8.9% |
| 30D | -3.6% | +4.6% | -8.2% | -5.9% |
| 3M | +2.7% | -8.4% | +11.2% | +7.2% |
| 6M | +3.6% | +8.9% | -5.3% | -1.7% |
| YTD | +83.6% | +8.8% | +74.8% | +74.4% |
| 1Y | +84.9% | +18.9% | +66.0% | +68.1% |
| 3Y | +63.2% | +116.0% | -52.8% | +12.2% |
| 5Y | +4.9% | +46.0% | -41.1% | -14.6% |
| 10Y | +799.3% | +231.7% | +567.6% | +431.8% |
| All | +799.3% | +241.0% | +558.3% | +431.8% |
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