+16.2%
ENTG vs RF
+89.8%
-73.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.2% | +6.2% |
| 7D | +2.8% | +1.3% | +1.5% | +1.9% |
| 30D | -4.7% | -3.6% | -1.1% | -2.2% |
| 3M | -0.7% | +8.1% | -8.8% | -6.6% |
| 6M | +7.7% | +11.5% | -3.8% | -0.8% |
| YTD | +65.1% | +15.6% | +49.5% | +47.8% |
| 1Y | +74.8% | +15.7% | +59.1% | +56.6% |
| 3Y | +36.9% | +86.9% | -50.0% | -10.7% |
| All | +16.2% | +89.8% | -73.6% | -19.8% |
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 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