+82.4%
ENTG vs Z
-58.2%
+140.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.5% | -7.3% | -3.8% |
| 7D | +15.2% | +0.8% | +14.3% | +15.2% |
| 30D | -3.6% | +5.2% | -8.8% | -3.6% |
| 3M | -10.0% | -17.0% | +7.1% | -8.6% |
| 6M | +1.8% | -22.7% | +24.4% | +7.6% |
| YTD | +75.5% | -56.3% | +131.8% | +123.9% |
| 1Y | +82.4% | -57.7% | +140.1% | +134.3% |
| All | +82.4% | -58.2% | +140.6% | +134.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling