+889.3%
ENTG vs RUN
-31.9%
+921.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.2% |
| 7D | +2.8% | +1.3% | +1.6% | +2.5% |
| 30D | -4.7% | -15.3% | +10.6% | -1.7% |
| 3M | -0.7% | -40.0% | +39.3% | +9.7% |
| 6M | +7.7% | -27.0% | +34.7% | +14.0% |
| YTD | +65.1% | -51.7% | +116.8% | +83.8% |
| 1Y | +74.8% | -45.9% | +120.7% | +88.7% |
| 3Y | +36.9% | -43.8% | +80.7% | +18.8% |
| 5Y | +16.1% | -80.5% | +96.6% | +15.3% |
| 10Y | +740.3% | +45.3% | +695.1% | +467.2% |
| All | +889.3% | -31.9% | +921.2% | +571.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling