+574.3%
USB vs ENTG
+1,234.5%
-660.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.2% | -6.4% | -1.6% |
| 7D | +1.4% | +2.8% | -1.4% | +0.7% |
| 30D | -1.3% | -4.7% | +3.4% | -0.7% |
| 3M | +15.2% | -0.7% | +16.0% | +12.0% |
| 6M | +18.8% | +7.7% | +11.1% | +12.3% |
| YTD | +21.0% | +65.1% | -44.1% | +2.8% |
| 1Y | +34.0% | +74.8% | -40.8% | +11.0% |
| 3Y | +95.3% | +36.9% | +58.4% | +64.7% |
| 5Y | +40.4% | +16.1% | +24.3% | +16.7% |
| 10Y | +107.3% | +740.3% | -633.0% | +4.9% |
| All | +574.3% | +1,234.5% | -660.2% | +109.5% |
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