+1,197.2%
ENTG vs RF
+320.2%
+877.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.2% | +6.2% |
| 7D | +2.8% | +1.3% | +1.5% | +2.3% |
| 30D | -4.7% | -3.6% | -1.1% | -3.3% |
| 3M | -0.7% | +8.1% | -8.8% | -4.1% |
| 6M | +7.7% | +11.5% | -3.8% | +3.0% |
| YTD | +65.1% | +15.6% | +49.5% | +55.5% |
| 1Y | +74.8% | +15.7% | +59.1% | +64.9% |
| 3Y | +36.9% | +86.9% | -50.0% | +7.3% |
| 5Y | +16.1% | +89.8% | -73.7% | -9.7% |
| 10Y | +740.3% | +344.7% | +395.7% | +338.4% |
| All | +1,197.2% | +320.2% | +877.1% | +434.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling