+91.7%
USB vs ENTG
+737.3%
-645.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.1% |
| 7D | 0.0% | -17.1% | +17.1% | +4.1% |
| 30D | +5.8% | -23.0% | +28.8% | +11.3% |
| 3M | -6.0% | -10.2% | +4.3% | -5.4% |
| 6M | +7.8% | -17.8% | +25.5% | +7.5% |
| YTD | +14.6% | +52.4% | -37.8% | -5.1% |
| 1Y | +31.8% | +49.8% | -18.0% | +9.2% |
| 3Y | +91.5% | +42.1% | +49.4% | +51.2% |
| 5Y | +22.0% | -10.2% | +32.3% | +3.9% |
| All | +91.7% | +737.3% | -645.5% | -20.2% |
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