+1,279.2%
ENTG vs RVTY
+467.7%
+811.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -2.8% |
| 7D | +15.2% | -0.5% | +15.6% | +15.6% |
| 30D | -3.6% | +1.5% | -5.2% | -4.3% |
| 3M | -10.0% | +31.5% | -41.4% | -23.8% |
| 6M | +1.8% | +62.7% | -60.9% | -24.6% |
| YTD | +75.5% | +60.0% | +15.5% | +30.4% |
| 1Y | +82.4% | +65.7% | +16.7% | +32.5% |
| 3Y | +58.5% | +85.2% | -26.7% | +8.0% |
| 5Y | +0.4% | -14.9% | +15.2% | +4.5% |
| 10Y | +759.6% | +211.9% | +547.7% | +336.7% |
| All | +1,279.2% | +467.7% | +811.5% | +278.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling