+8.5%
IR vs ENTG
+47.4%
-38.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.1% |
| 7D | +0.6% | +8.9% | -8.3% | -1.7% |
| 30D | -13.6% | -7.2% | -6.4% | -12.3% |
| 3M | +3.7% | +6.4% | -2.7% | -1.5% |
| 6M | -13.1% | +25.7% | -38.7% | -22.6% |
| YTD | -5.1% | +67.9% | -73.0% | -23.8% |
| 1Y | -6.5% | +72.4% | -78.8% | -26.8% |
| 3Y | +8.5% | +48.4% | -39.9% | -9.9% |
| All | +8.5% | +47.4% | -38.9% | -9.9% |
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 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