+74.8%
ENTG vs USFR
+4.0%
+70.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.1% | +7.1% |
| 7D | +2.8% | +0.1% | +2.8% | +5.8% |
| 30D | -4.7% | +0.3% | -5.0% | +10.7% |
| 3M | -0.7% | +1.0% | -1.7% | +58.5% |
| 6M | +7.7% | +1.9% | +5.8% | +123.5% |
| YTD | +65.1% | +2.6% | +62.5% | +264.3% |
| 1Y | +74.8% | +4.0% | +70.8% | +369.4% |
| All | +74.8% | +4.0% | +70.8% | +369.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling