+810.7%
ENTG vs Z
+6.9%
+803.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +3.3% |
| 7D | -17.1% | -4.6% | -12.6% | -16.1% |
| 30D | -23.0% | +8.3% | -31.3% | -26.2% |
| 3M | -10.2% | -11.6% | +1.4% | -9.2% |
| 6M | -17.8% | -33.6% | +15.9% | -9.9% |
| YTD | +52.4% | -56.7% | +109.1% | +89.1% |
| 1Y | +49.8% | -59.1% | +108.9% | +89.6% |
| 3Y | +42.1% | -20.4% | +62.5% | +40.8% |
| 5Y | -10.2% | -55.3% | +45.0% | +0.5% |
| 10Y | +756.0% | -14.2% | +770.2% | +596.1% |
| All | +810.7% | +6.9% | +803.8% | +582.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling