+15.0%
ENTG vs S
-49.1%
+64.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -9.3% | +1.4% | -10.7% | -9.4% |
| 30D | -16.4% | -10.8% | -5.6% | -13.1% |
| 3M | -3.8% | +5.4% | -9.2% | -6.8% |
| 6M | -6.9% | +41.2% | -48.2% | -19.3% |
| YTD | +65.0% | +56.2% | +8.8% | +35.6% |
| 1Y | +61.7% | +36.3% | +25.4% | +38.8% |
| 3Y | +46.6% | +49.4% | -2.8% | +18.1% |
| 5Y | -2.7% | -66.9% | +64.2% | -0.2% |
| All | +15.0% | -49.1% | +64.1% | +12.2% |
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