+1,169.7%
ENTG vs USFR
+27.5%
+1,142.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.1% | +6.1% |
| 7D | +2.8% | +0.1% | +2.8% | +2.8% |
| 30D | -4.7% | +0.3% | -5.0% | -4.9% |
| 3M | -0.7% | +1.0% | -1.7% | -1.4% |
| 6M | +7.7% | +1.9% | +5.8% | +6.2% |
| YTD | +65.1% | +2.6% | +62.5% | +61.9% |
| 1Y | +74.8% | +4.0% | +70.8% | +69.7% |
| 3Y | +36.9% | +14.1% | +22.8% | +23.3% |
| 5Y | +16.1% | +20.4% | -4.3% | +0.1% |
| 10Y | +740.3% | +28.0% | +712.3% | +597.7% |
| All | +1,169.7% | +27.5% | +1,142.2% | +939.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling