+1,258.4%
NET vs ENTG
+175.1%
+1,083.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -12.7% | +4.4% | -1.9% |
| 7D | -21.2% | -22.0% | +0.8% | -10.7% |
| 30D | -31.1% | -25.2% | -5.9% | -21.0% |
| 3M | -16.5% | -14.2% | -2.3% | -12.2% |
| 6M | 0.0% | -16.3% | +16.3% | -0.8% |
| YTD | +24.0% | +48.5% | -24.5% | -15.7% |
| 1Y | +7.0% | +41.4% | -34.4% | -25.7% |
| 3Y | +279.6% | +36.7% | +242.9% | +132.1% |
| 5Y | +24.0% | -12.5% | +36.4% | -1.8% |
| All | +1,258.4% | +175.1% | +1,083.3% | +594.4% |
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 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