+803.5%
ENTG vs URA
+272.2%
+531.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.2% | +1.3% |
| 7D | +22.8% | +4.5% | +18.4% | +20.2% |
| 30D | -4.9% | -13.4% | +8.6% | +3.3% |
| 3M | -4.8% | -28.4% | +23.6% | +13.5% |
| 6M | +5.6% | -40.5% | +46.1% | +39.5% |
| YTD | +82.4% | -24.3% | +106.7% | +111.5% |
| 1Y | +82.9% | -28.8% | +111.7% | +118.1% |
| 3Y | +62.1% | +37.6% | +24.5% | +33.9% |
| 5Y | +4.3% | +30.7% | -26.4% | -15.7% |
| All | +803.5% | +272.2% | +531.2% | +290.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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