+162.3%
EXC vs ENTG
+774.8%
-612.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.6% |
| 7D | +1.2% | +8.9% | -7.7% | +0.5% |
| 30D | -2.7% | -7.2% | +4.5% | -2.2% |
| 3M | -1.0% | +6.4% | -7.4% | -2.7% |
| 6M | -9.3% | +25.7% | -34.9% | -12.9% |
| YTD | +3.6% | +67.9% | -64.2% | -4.2% |
| 1Y | +5.9% | +72.4% | -66.5% | -3.1% |
| 3Y | +21.3% | +48.4% | -27.1% | +8.0% |
| 5Y | +46.2% | +20.1% | +26.1% | +28.5% |
| All | +162.3% | +774.8% | -612.5% | +62.6% |
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 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