+84.9%
ENTG vs RF
+18.8%
+66.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.2% | +11.5% | +11.4% |
| 7D | +7.9% | -1.3% | +9.3% | +9.1% |
| 30D | -3.6% | +4.6% | -8.2% | -6.2% |
| 3M | +2.7% | -8.4% | +11.2% | +9.6% |
| 6M | +3.6% | +8.9% | -5.3% | -5.7% |
| YTD | +83.6% | +8.8% | +74.8% | +56.2% |
| 1Y | +84.9% | +18.9% | +66.0% | +36.5% |
| All | +84.9% | +18.8% | +66.1% | +36.5% |
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