+4.3%
ENTG vs RF
+45.4%
-41.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | +22.8% | +0.4% | +22.5% | +22.6% |
| 30D | -4.9% | +5.6% | -10.4% | -8.5% |
| 3M | -4.8% | -8.9% | +4.0% | +1.1% |
| 6M | +5.6% | +7.1% | -1.5% | -0.7% |
| YTD | +82.4% | +8.3% | +74.1% | +69.8% |
| 1Y | +82.9% | +16.8% | +66.0% | +61.7% |
| 3Y | +62.1% | +115.0% | -52.9% | -3.5% |
| 5Y | +4.3% | +46.4% | -42.1% | -21.1% |
| All | +4.3% | +45.4% | -41.1% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling