+432.5%
EWZ vs ENTG
+896.6%
-464.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -2.3% |
| 7D | +6.5% | +2.8% | +3.7% | +5.6% |
| 30D | +4.8% | -4.7% | +9.5% | +5.4% |
| 3M | +9.9% | -0.7% | +10.6% | +6.6% |
| 6M | +1.9% | +7.7% | -5.8% | -4.2% |
| YTD | +20.3% | +65.1% | -44.8% | +0.6% |
| 1Y | +35.6% | +74.8% | -39.2% | +10.4% |
| 3Y | +43.4% | +36.9% | +6.5% | +17.2% |
| 5Y | +55.9% | +16.1% | +39.8% | +23.9% |
| 10Y | +84.2% | +740.3% | -656.2% | -16.7% |
| All | +432.5% | +896.6% | -464.0% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling