+48.4%
ENTG vs RVTY
+16.6%
+31.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +3.2% |
| 7D | +8.9% | +0.4% | +8.6% | +8.6% |
| 30D | -7.2% | +10.8% | -18.1% | -13.2% |
| 3M | +6.4% | +26.8% | -20.4% | -10.0% |
| 6M | +25.7% | +39.3% | -13.7% | -1.1% |
| YTD | +67.9% | +31.6% | +36.2% | +37.0% |
| 1Y | +72.4% | +47.7% | +24.7% | +29.9% |
| 3Y | +48.4% | +19.9% | +28.5% | +24.4% |
| All | +48.4% | +16.6% | +31.8% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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