+2,174.7%
ENTG vs URA
-31.1%
+2,205.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +5.8% |
| 7D | +2.8% | +1.1% | +1.8% | +2.3% |
| 30D | -4.7% | +7.4% | -12.1% | -8.0% |
| 3M | -0.7% | -8.4% | +7.7% | +4.7% |
| 6M | +7.7% | -12.7% | +20.4% | +15.8% |
| YTD | +65.1% | +7.8% | +57.3% | +59.0% |
| 1Y | +74.8% | +19.5% | +55.3% | +58.1% |
| 3Y | +36.9% | +116.4% | -79.5% | -10.4% |
| 5Y | +16.1% | +134.3% | -118.2% | -30.0% |
| 10Y | +740.3% | +359.3% | +381.1% | +239.1% |
| All | +2,174.7% | -31.1% | +2,205.8% | +2,183.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling