+21.8%
ENTG vs RJF
+106.2%
-84.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.8% |
| 7D | +8.9% | -0.3% | +9.2% | +8.9% |
| 30D | -0.8% | -2.0% | +1.2% | +0.3% |
| 3M | +6.6% | +16.3% | -9.8% | -6.3% |
| 6M | +22.1% | +16.9% | +5.2% | +6.6% |
| YTD | +70.2% | +10.4% | +59.7% | +53.2% |
| 1Y | +76.7% | +7.4% | +69.3% | +63.2% |
| 3Y | +50.5% | +72.2% | -21.7% | -5.3% |
| 5Y | +21.8% | +105.1% | -83.3% | -30.3% |
| All | +21.8% | +106.2% | -84.4% | -30.3% |
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