+84.1%
EWZ vs ENTG
+761.6%
-677.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.6% |
| 7D | +5.6% | +8.9% | -3.4% | +3.4% |
| 30D | +9.3% | -7.2% | +16.5% | +10.7% |
| 3M | +15.7% | +6.4% | +9.3% | +10.4% |
| 6M | +7.4% | +25.7% | -18.2% | -3.0% |
| YTD | +22.7% | +67.9% | -45.2% | +1.8% |
| 1Y | +36.4% | +72.4% | -36.0% | +10.9% |
| 3Y | +50.4% | +48.4% | +2.0% | +18.8% |
| 5Y | +67.6% | +20.1% | +47.6% | +30.2% |
| 10Y | +84.1% | +768.2% | -684.1% | -33.4% |
| All | +84.1% | +761.6% | -677.5% | -33.4% |
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