+2.7%
ENTG vs UL
+5.7%
-3.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -1.0% | +12.3% | +9.2% |
| 7D | +7.9% | -1.7% | +9.6% | +4.8% |
| 30D | -3.6% | +4.5% | -8.0% | +6.5% |
| 3M | +2.7% | +5.5% | -2.7% | +15.9% |
| All | +2.7% | +5.7% | -3.0% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 3mo: compounded portfolio wealth divided by compounded UL 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…
3mo analysis · Full analysis span regression · Available span rolling