+44.1%
IR vs ENTG
-10.4%
+54.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.7% |
| 7D | +3.7% | -17.1% | +20.8% | +9.0% |
| 30D | +7.4% | -23.0% | +30.4% | +14.7% |
| 3M | -5.9% | -10.2% | +4.3% | -4.7% |
| 6M | +5.6% | -17.8% | +23.3% | +6.5% |
| YTD | +4.8% | +52.4% | -47.5% | -14.5% |
| 1Y | +6.9% | +49.8% | -42.8% | -12.6% |
| 3Y | +27.6% | +42.1% | -14.6% | +0.2% |
| All | +44.1% | -10.4% | +54.6% | +28.8% |
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