+811.7%
ENTG vs Z
-5.7%
+817.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +8.9% | -7.1% | +16.0% | +11.3% |
| 30D | -0.8% | -4.8% | +4.0% | 0.0% |
| 3M | +6.6% | -9.3% | +15.9% | +7.6% |
| 6M | +22.1% | -29.0% | +51.1% | +33.5% |
| YTD | +70.2% | -52.9% | +123.1% | +111.2% |
| 1Y | +76.7% | -63.1% | +139.9% | +137.8% |
| 3Y | +50.5% | -36.9% | +87.3% | +63.6% |
| 5Y | +21.8% | -65.5% | +87.3% | +46.0% |
| 10Y | +811.7% | -3.9% | +815.6% | +609.6% |
| All | +811.7% | -5.7% | +817.4% | +609.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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