+54.5%
USAR vs ENTG
+31.0%
+23.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -3.8% |
| 7D | -11.6% | +1.2% | -12.8% | -12.0% |
| 30D | -15.5% | -12.9% | -2.6% | -11.2% |
| 3M | -31.0% | -3.1% | -28.0% | -30.8% |
| 6M | -26.2% | +21.0% | -47.2% | -30.0% |
| YTD | +30.8% | +67.0% | -36.3% | +14.3% |
| 1Y | +7.1% | +68.6% | -61.5% | -6.1% |
| 3Y | +53.0% | +48.6% | +4.4% | +39.5% |
| All | +54.5% | +31.0% | +23.6% | +40.6% |
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