+0.2%
ENTG vs RJF
+81.1%
-80.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.6% | -4.3% |
| 7D | +15.2% | +3.6% | +11.6% | +12.5% |
| 30D | -3.6% | +7.2% | -10.9% | -8.7% |
| 3M | -10.0% | -6.5% | -3.4% | -6.5% |
| 6M | +1.8% | +10.3% | -8.5% | -8.0% |
| YTD | +75.5% | +6.5% | +69.0% | +60.8% |
| 1Y | +82.4% | +6.1% | +76.3% | +68.1% |
| 3Y | +58.5% | +74.9% | -16.4% | -3.0% |
| All | +0.2% | +81.1% | -80.9% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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