+541.7%
USB vs ENTG
+1,100.7%
-559.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -12.7% | +10.6% | +0.7% |
| 7D | -1.5% | -22.0% | +20.6% | +3.9% |
| 30D | +4.3% | -25.2% | +29.5% | +10.2% |
| 3M | -6.1% | -14.2% | +8.2% | -4.5% |
| 6M | +9.4% | -16.3% | +25.7% | +8.8% |
| YTD | +15.2% | +48.5% | -33.4% | -1.2% |
| 1Y | +32.8% | +41.4% | -8.6% | +14.8% |
| 3Y | +91.3% | +36.7% | +54.6% | +59.4% |
| 5Y | +22.7% | -12.5% | +35.1% | +7.6% |
| 10Y | +97.0% | +734.4% | -637.3% | -1.3% |
| All | +541.7% | +1,100.7% | -559.0% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling