+41.4%
EXC vs ENTG
-3.9%
+45.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.4% | -9.4% | +0.1% |
| 7D | -1.7% | -7.6% | +5.9% | -1.7% |
| 30D | +9.3% | -15.5% | +24.8% | +9.4% |
| 3M | +1.0% | -7.8% | +8.9% | +1.1% |
| 6M | +5.9% | -5.9% | +11.9% | +5.8% |
| YTD | +7.6% | +66.7% | -59.1% | +5.9% |
| 1Y | +2.4% | +62.1% | -59.7% | +0.8% |
| 3Y | +30.2% | +56.3% | -26.0% | +24.8% |
| 5Y | +41.4% | -3.8% | +45.2% | +37.9% |
| All | +41.4% | -3.9% | +45.2% | +37.9% |
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