+102.8%
NOK vs ENTG
+15.6%
+87.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -0.3% |
| 7D | +8.7% | +5.1% | +3.6% | +7.3% |
| 30D | +12.5% | -8.5% | +21.0% | +15.2% |
| 3M | -20.7% | +6.7% | -27.4% | -22.3% |
| 6M | +36.2% | +17.7% | +18.4% | +30.5% |
| YTD | +64.1% | +63.5% | +0.7% | +45.6% |
| 1Y | +132.4% | +73.6% | +58.8% | +100.2% |
| 3Y | +182.9% | +44.6% | +138.3% | +139.8% |
| 5Y | +102.8% | +16.1% | +86.7% | +76.4% |
| All | +102.8% | +15.6% | +87.2% | +76.4% |
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 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