+742.3%
ENTG vs RF
+347.6%
+394.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.2% | +6.2% |
| 7D | +2.8% | +1.3% | +1.5% | +2.1% |
| 30D | -4.7% | -3.6% | -1.1% | -2.8% |
| 3M | -0.7% | +8.1% | -8.8% | -5.1% |
| 6M | +7.7% | +11.5% | -3.8% | +1.5% |
| YTD | +65.1% | +15.6% | +49.5% | +52.4% |
| 1Y | +74.8% | +15.7% | +59.1% | +61.6% |
| 3Y | +36.9% | +86.9% | -50.0% | -0.1% |
| 5Y | +16.1% | +89.8% | -73.7% | -15.8% |
| All | +742.3% | +347.6% | +394.7% | +293.0% |
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 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