+374.8%
META vs ENTG
+748.7%
-373.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.2% | -5.2% | -1.2% |
| 7D | +6.7% | +2.8% | +3.9% | +5.5% |
| 30D | +4.8% | -4.7% | +9.4% | +5.6% |
| 3M | -1.6% | -0.7% | -0.9% | -6.6% |
| 6M | -7.5% | +7.7% | -15.2% | -16.1% |
| YTD | -6.4% | +65.1% | -71.5% | -29.7% |
| 1Y | -17.3% | +74.8% | -92.1% | -40.6% |
| 3Y | +109.9% | +36.9% | +73.0% | +54.1% |
| 5Y | +65.4% | +16.1% | +49.2% | +23.9% |
| All | +374.8% | +748.7% | -373.9% | +66.5% |
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