+769.3%
ENTG vs RUN
+68.6%
+700.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.1% | -4.1% |
| 7D | +15.2% | -13.5% | +28.7% | +18.5% |
| 30D | -3.6% | +18.3% | -21.9% | -8.2% |
| 3M | -10.0% | -12.5% | +2.5% | -8.8% |
| 6M | +1.8% | -40.3% | +42.1% | +11.9% |
| YTD | +75.5% | -53.1% | +128.6% | +95.7% |
| 1Y | +82.4% | -54.3% | +136.7% | +103.7% |
| 3Y | +58.5% | -6.5% | +65.0% | +17.9% |
| 5Y | +0.4% | -85.3% | +85.6% | +5.6% |
| All | +769.3% | +68.6% | +700.7% | +380.9% |
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