+277.0%
IR vs ENTG
+515.7%
-238.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.5% |
| 7D | -1.9% | +8.9% | -10.8% | -4.7% |
| 30D | -15.0% | -0.8% | -14.2% | -15.3% |
| 3M | -0.4% | +6.6% | -7.0% | -6.2% |
| 6M | -15.0% | +22.1% | -37.1% | -24.6% |
| YTD | -7.1% | +70.2% | -77.2% | -27.5% |
| 1Y | -7.5% | +76.7% | -84.3% | -30.1% |
| 3Y | +6.3% | +50.5% | -44.2% | -19.6% |
| 5Y | +37.3% | +21.8% | +15.5% | +4.9% |
| All | +277.0% | +515.7% | -238.7% | +46.7% |
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 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