+764.3%
ENTG vs RUN
+43.4%
+720.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -3.5% |
| 7D | +5.1% | -3.4% | +8.5% | +5.9% |
| 30D | -8.5% | -14.0% | +5.4% | -5.7% |
| 3M | +6.7% | -27.5% | +34.2% | +14.3% |
| 6M | +17.7% | -29.0% | +46.7% | +25.9% |
| YTD | +63.5% | -53.1% | +116.6% | +84.8% |
| 1Y | +73.6% | -46.7% | +120.3% | +89.3% |
| 3Y | +44.6% | -38.3% | +82.9% | +19.4% |
| 5Y | +16.1% | -80.7% | +96.8% | +15.3% |
| All | +764.3% | +43.4% | +720.9% | +381.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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