+782.9%
ENTG vs RMBS
+566.4%
+216.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.0% |
| 7D | +1.2% | +1.8% | -0.6% | +0.1% |
| 30D | -12.9% | -13.9% | +1.0% | -4.2% |
| 3M | -3.1% | -39.8% | +36.7% | +34.0% |
| 6M | +21.0% | -6.0% | +27.0% | +21.8% |
| YTD | +67.0% | -5.4% | +72.4% | +61.5% |
| 1Y | +68.6% | -1.8% | +70.4% | +55.2% |
| 3Y | +48.6% | +53.7% | -5.0% | -10.0% |
| 5Y | +18.6% | +268.5% | -249.9% | -61.8% |
| All | +782.9% | +566.4% | +216.5% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling