+51.5%
ENTG vs USFR
+14.0%
+37.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +8.9% | +0.1% | +8.9% | +9.5% |
| 30D | -0.8% | +0.3% | -1.1% | +1.8% |
| 3M | +6.6% | +1.0% | +5.6% | +15.7% |
| 6M | +22.1% | +1.9% | +20.1% | +38.6% |
| YTD | +70.2% | +2.7% | +67.5% | +96.0% |
| 1Y | +76.7% | +4.0% | +72.7% | +108.1% |
| All | +51.5% | +14.0% | +37.4% | +127.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling