+42.1%
ENTG vs Z
-21.1%
+63.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +3.2% |
| 7D | -17.1% | -4.6% | -12.6% | -16.2% |
| 30D | -23.0% | +8.3% | -31.3% | -26.0% |
| 3M | -10.2% | -11.6% | +1.4% | -9.2% |
| 6M | -17.8% | -33.6% | +15.9% | -8.1% |
| YTD | +52.4% | -56.7% | +109.1% | +99.6% |
| 1Y | +49.8% | -59.1% | +108.9% | +101.2% |
| 3Y | +42.1% | -20.4% | +62.5% | +39.2% |
| All | +42.1% | -21.1% | +63.2% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling