+344.1%
NEM vs ENTG
+757.2%
-413.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +1.0% |
| 7D | -6.4% | +15.2% | -21.6% | -8.4% |
| 30D | +1.4% | -3.6% | +5.1% | +1.2% |
| 3M | -0.7% | -10.0% | +9.2% | -0.2% |
| 6M | -4.5% | +1.8% | -6.3% | -6.8% |
| YTD | +14.0% | +75.5% | -61.5% | +3.3% |
| 1Y | +27.3% | +82.4% | -55.1% | +14.7% |
| 3Y | +250.5% | +58.5% | +192.0% | +212.5% |
| 5Y | +121.1% | +0.4% | +120.7% | +100.1% |
| All | +344.1% | +757.2% | -413.1% | +190.6% |
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