+154.0%
NEM vs ENTG
+15.6%
+138.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.4% |
| 7D | -3.3% | +5.1% | -8.4% | -4.1% |
| 30D | +7.8% | -8.5% | +16.4% | +9.1% |
| 3M | +36.3% | +6.7% | +29.6% | +32.8% |
| 6M | +6.6% | +17.7% | -11.2% | +2.5% |
| YTD | +27.1% | +63.5% | -36.3% | +17.4% |
| 1Y | +62.3% | +73.6% | -11.2% | +48.1% |
| 3Y | +245.1% | +44.6% | +200.5% | +214.5% |
| 5Y | +154.0% | +16.1% | +137.9% | +115.7% |
| All | +154.0% | +15.6% | +138.4% | +115.7% |
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