-38.4%
U vs ENTG
+104.3%
-142.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | +1.2% |
| 7D | 0.0% | +5.1% | -5.2% | -3.2% |
| 30D | -4.1% | -8.5% | +4.4% | -0.3% |
| 3M | +57.8% | +6.7% | +51.1% | +37.3% |
| 6M | +103.5% | +17.7% | +85.8% | +57.8% |
| YTD | -4.8% | +63.5% | -68.2% | -43.4% |
| 1Y | -2.4% | +73.6% | -76.0% | -45.7% |
| 3Y | +11.7% | +44.6% | -32.9% | -39.1% |
| 5Y | -68.9% | +16.1% | -85.0% | -79.6% |
| All | -38.4% | +104.3% | -142.7% | -72.0% |
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