+1,279.2%
ENTG vs UL
+933.9%
+345.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -4.9% | -4.4% |
| 7D | +15.2% | +1.1% | +14.1% | +14.4% |
| 30D | -3.6% | +4.5% | -8.1% | -7.2% |
| 3M | -10.0% | +6.5% | -16.4% | -14.7% |
| 6M | +1.8% | +18.2% | -16.4% | -11.3% |
| YTD | +75.5% | +4.7% | +70.8% | +63.1% |
| 1Y | +82.4% | +0.8% | +81.6% | +72.9% |
| 3Y | +58.5% | +35.9% | +22.6% | +20.5% |
| 5Y | +0.4% | +33.4% | -33.1% | -24.6% |
| 10Y | +759.6% | +106.9% | +652.7% | +363.1% |
| All | +1,279.2% | +933.9% | +345.4% | +307.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling