+36.9%
ENTG vs ZYBT
-57.8%
+94.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.2% | -3.9% |
| 7D | +5.1% | -2.5% | +7.6% | +5.1% |
| 30D | -8.5% | -1.2% | -7.3% | -8.5% |
| 3M | +6.7% | +76.7% | -70.0% | +9.9% |
| 6M | +17.7% | +103.6% | -85.8% | +19.2% |
| YTD | +63.5% | +38.3% | +25.2% | +67.6% |
| 1Y | +73.6% | -84.7% | +158.3% | +90.0% |
| All | +36.9% | -57.8% | +94.8% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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