+95.1%
META vs ENTG
+39.6%
+55.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.3% |
| 7D | -0.8% | -17.1% | +16.3% | +3.2% |
| 30D | -15.4% | -23.0% | +7.6% | -10.9% |
| 3M | +3.5% | -10.2% | +13.7% | +4.6% |
| 6M | -0.3% | -17.8% | +17.5% | +0.2% |
| YTD | -7.3% | +52.4% | -59.7% | -23.9% |
| 1Y | -1.1% | +49.8% | -50.9% | -18.8% |
| 3Y | +95.1% | +42.1% | +52.9% | +54.4% |
| All | +95.1% | +39.6% | +55.5% | +54.4% |
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