+49.5%
EWZ vs ENTG
+44.2%
+5.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -1.5% |
| 7D | +6.5% | +2.8% | +3.7% | +6.0% |
| 30D | +4.8% | -4.7% | +9.5% | +5.2% |
| 3M | +9.9% | -0.7% | +10.6% | +7.8% |
| 6M | +1.9% | +7.7% | -5.8% | -2.0% |
| YTD | +20.3% | +65.1% | -44.8% | +7.8% |
| 1Y | +35.6% | +74.8% | -39.2% | +19.7% |
| All | +49.5% | +44.2% | +5.4% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling