+20.1%
ENTG vs Z
-67.0%
+87.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.4% | +8.1% | +4.0% |
| 7D | +8.9% | -3.3% | +12.2% | +10.0% |
| 30D | -7.2% | -3.7% | -3.5% | -6.8% |
| 3M | +6.4% | -7.0% | +13.4% | +6.6% |
| 6M | +25.7% | -29.5% | +55.2% | +39.5% |
| YTD | +67.9% | -52.6% | +120.4% | +114.6% |
| 1Y | +72.4% | -64.0% | +136.4% | +145.1% |
| 3Y | +48.4% | -36.4% | +84.9% | +61.9% |
| 5Y | +20.1% | -65.8% | +85.8% | +23.8% |
| All | +20.1% | -67.0% | +87.1% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling