+838.3%
NEM vs ENTG
+1,234.5%
-396.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -7.9% | -2.4% |
| 7D | +0.3% | +2.8% | -2.5% | 0.0% |
| 30D | +23.1% | -4.7% | +27.8% | +23.4% |
| 3M | +18.5% | -0.7% | +19.2% | +17.7% |
| 6M | +7.8% | +7.7% | +0.1% | +6.1% |
| YTD | +29.1% | +65.1% | -36.0% | +22.5% |
| 1Y | +72.7% | +74.8% | -2.1% | +62.5% |
| 3Y | +248.7% | +36.9% | +211.8% | +229.7% |
| 5Y | +148.7% | +16.1% | +132.6% | +133.0% |
| 10Y | +304.8% | +740.3% | -435.6% | +220.4% |
| All | +838.3% | +1,234.5% | -396.2% | +550.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling