+208.9%
W vs ENTG
+790.9%
-582.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.1% |
| 7D | -1.7% | +22.8% | -24.5% | -15.0% |
| 30D | +3.2% | -4.9% | +8.1% | +3.0% |
| 3M | +8.3% | -4.8% | +13.1% | +5.4% |
| 6M | +84.3% | +5.6% | +78.7% | +56.8% |
| YTD | +11.0% | +82.4% | -71.4% | -39.8% |
| 1Y | -0.2% | +82.9% | -83.1% | -47.0% |
| 3Y | +157.9% | +62.1% | +95.8% | +37.3% |
| 5Y | -56.8% | +4.3% | -61.1% | -68.4% |
| All | +208.9% | +790.9% | -582.1% | -34.1% |
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