+79.8%
USB vs ENTG
+790.9%
-711.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +1.2% | +22.8% | -21.6% | -3.7% |
| 30D | +6.3% | -4.9% | +11.2% | +6.3% |
| 3M | -6.1% | -4.8% | -1.3% | -6.8% |
| 6M | +13.0% | +5.6% | +7.4% | +5.9% |
| YTD | +16.6% | +82.4% | -65.8% | -7.6% |
| 1Y | +31.1% | +82.9% | -51.7% | +3.5% |
| 3Y | +100.9% | +62.1% | +38.8% | +54.0% |
| 5Y | +24.5% | +4.3% | +20.2% | +2.6% |
| All | +79.8% | +790.9% | -711.2% | -25.9% |
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