-12.8%
EW vs ENTG
-3.9%
-8.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.4% | -6.9% | +1.1% |
| 7D | +12.3% | -7.6% | +19.9% | +13.3% |
| 30D | +22.9% | -15.5% | +38.3% | +25.2% |
| 3M | +16.7% | -7.8% | +24.5% | +16.7% |
| 6M | +31.0% | -5.9% | +36.9% | +27.7% |
| YTD | +22.8% | +66.7% | -43.9% | +5.6% |
| 1Y | +25.6% | +62.1% | -36.5% | +8.2% |
| 3Y | +62.0% | +56.3% | +5.7% | +32.2% |
| 5Y | -12.8% | -3.8% | -8.9% | -21.5% |
| All | -12.8% | -3.9% | -8.9% | -21.5% |
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 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