-62.1%
W vs ENTG
+18.8%
-80.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.6% |
| 7D | +6.5% | +8.9% | -2.5% | +0.2% |
| 30D | -6.2% | -7.2% | +1.0% | -2.7% |
| 3M | +48.9% | +6.4% | +42.5% | +32.7% |
| 6M | +31.2% | +25.7% | +5.5% | +0.8% |
| YTD | -0.4% | +67.9% | -68.3% | -41.2% |
| 1Y | +14.8% | +72.4% | -57.5% | -37.8% |
| 3Y | +40.5% | +48.4% | -7.9% | -20.7% |
| 5Y | -62.1% | +20.1% | -82.2% | -72.8% |
| All | -62.1% | +18.8% | -80.9% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling