+73.6%
ENTG vs Z
-64.6%
+138.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.2% | -3.7% |
| 7D | +5.1% | -11.6% | +16.7% | +6.2% |
| 30D | -8.5% | -8.5% | -0.1% | -8.1% |
| 3M | +6.7% | -7.9% | +14.6% | +7.9% |
| 6M | +17.7% | -29.1% | +46.8% | +27.7% |
| YTD | +63.5% | -54.2% | +117.7% | +101.7% |
| 1Y | +73.6% | -63.5% | +137.1% | +125.8% |
| All | +73.6% | -64.6% | +138.2% | +125.8% |
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