+782.9%
ENTG vs RSG
+428.9%
+354.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.8% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | -12.9% | +4.0% | -16.8% | -14.8% |
| 3M | -3.1% | +7.4% | -10.4% | -8.4% |
| 6M | +21.0% | +0.1% | +20.9% | +17.5% |
| YTD | +67.0% | +6.0% | +61.0% | +55.7% |
| 1Y | +68.6% | -3.0% | +71.6% | +65.6% |
| 3Y | +48.6% | +56.5% | -7.9% | +0.1% |
| 5Y | +18.6% | +90.9% | -72.3% | -32.3% |
| All | +782.9% | +428.9% | +354.0% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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