+17.0%
ENTG vs S
-57.8%
+74.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.4% |
| 7D | +8.9% | -5.8% | +14.8% | +11.0% |
| 30D | -7.2% | -9.2% | +2.0% | -4.7% |
| 3M | +6.4% | +23.4% | -17.0% | -2.1% |
| 6M | +25.7% | +36.9% | -11.3% | +9.5% |
| YTD | +67.9% | +29.5% | +38.3% | +48.1% |
| 1Y | +72.4% | +5.4% | +66.9% | +62.8% |
| 3Y | +48.4% | +14.7% | +33.7% | +31.4% |
| 5Y | +20.1% | -71.5% | +91.6% | +31.2% |
| All | +17.0% | -57.8% | +74.8% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling