+0.2%
ENTG vs RVTY
-15.1%
+15.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -2.7% |
| 7D | +15.2% | -0.5% | +15.6% | +15.7% |
| 30D | -3.6% | +1.5% | -5.2% | -4.4% |
| 3M | -10.0% | +31.5% | -41.4% | -25.8% |
| 6M | +1.8% | +62.7% | -60.9% | -28.7% |
| YTD | +75.5% | +60.0% | +15.5% | +22.9% |
| 1Y | +82.4% | +65.7% | +16.7% | +24.0% |
| 3Y | +58.5% | +85.2% | -26.7% | -1.6% |
| All | +0.2% | -15.1% | +15.3% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling