+51.5%
ENTG vs RUN
-37.3%
+88.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +5.9% | +2.1% |
| 7D | +8.9% | -1.8% | +10.7% | +9.2% |
| 30D | -0.8% | -10.8% | +10.0% | +0.8% |
| 3M | +6.6% | -30.2% | +36.7% | +12.5% |
| 6M | +22.1% | -22.3% | +44.4% | +26.8% |
| YTD | +70.2% | -52.2% | +122.3% | +84.4% |
| 1Y | +76.7% | -45.1% | +121.8% | +87.7% |
| All | +51.5% | -37.3% | +88.7% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling