-29.4%
EW vs ENTG
+18.8%
-48.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.8% |
| 7D | -4.4% | +8.9% | -13.4% | -5.8% |
| 30D | -3.3% | -7.2% | +3.9% | -2.5% |
| 3M | +1.0% | +6.4% | -5.4% | -2.6% |
| 6M | +6.2% | +25.7% | -19.5% | -1.9% |
| YTD | +1.7% | +67.9% | -66.1% | -11.9% |
| 1Y | +8.1% | +72.4% | -64.2% | -8.2% |
| 3Y | +17.1% | +48.4% | -31.4% | -2.6% |
| 5Y | -29.4% | +20.1% | -49.4% | -42.0% |
| All | -29.4% | +18.8% | -48.1% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling