+125.6%
EW vs ENTG
+786.9%
-661.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | -5.1% | +8.9% | -14.0% | -7.0% |
| 30D | -6.4% | -0.8% | -5.5% | -6.6% |
| 3M | -1.6% | +6.6% | -8.1% | -6.1% |
| 6M | +2.3% | +22.1% | -19.8% | -6.9% |
| YTD | +1.1% | +70.2% | -69.1% | -16.2% |
| 1Y | +8.0% | +76.7% | -68.7% | -12.9% |
| 3Y | +16.3% | +50.5% | -34.1% | -8.2% |
| 5Y | -29.4% | +21.8% | -51.2% | -44.1% |
| 10Y | +125.6% | +811.7% | -686.1% | -22.5% |
| All | +125.6% | +786.9% | -661.3% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 10y: compounded portfolio wealth divided by compounded ENTG 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…
10y analysis · Full analysis span regression · 6 months rolling