-26.6%
U vs ENTG
+127.9%
-154.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.4% |
| 7D | +2.8% | +22.8% | -20.0% | -9.1% |
| 30D | +7.6% | -4.9% | +12.5% | +6.6% |
| 3M | +12.7% | -4.8% | +17.5% | +9.5% |
| 6M | +87.0% | +5.6% | +81.4% | +55.4% |
| YTD | +13.6% | +82.4% | -68.8% | -39.5% |
| 1Y | +25.3% | +82.9% | -57.6% | -34.0% |
| 3Y | +85.8% | +62.1% | +23.6% | -9.4% |
| 5Y | -74.5% | +4.3% | -78.8% | -83.0% |
| All | -26.6% | +127.9% | -154.5% | -70.2% |
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