+215.1%
W vs ENTG
+743.3%
-528.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.7% | -3.0% |
| 7D | +1.1% | -9.3% | +10.4% | +6.7% |
| 30D | +6.4% | -16.4% | +22.8% | +16.3% |
| 3M | +9.0% | -3.8% | +12.8% | +5.0% |
| 6M | +69.8% | -6.9% | +76.7% | +58.3% |
| YTD | +12.1% | +65.0% | -52.9% | -34.6% |
| 1Y | 0.0% | +61.7% | -61.7% | -41.9% |
| 3Y | +160.3% | +46.6% | +113.7% | +49.0% |
| 5Y | -53.3% | -2.7% | -50.6% | -64.0% |
| All | +215.1% | +743.3% | -528.2% | -27.4% |
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 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