+621.5%
XYZ vs ENTG
+838.5%
-217.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.3% | -11.1% | -5.9% |
| 7D | -2.2% | +7.9% | -10.1% | -7.1% |
| 30D | +11.6% | -3.6% | +15.1% | +9.9% |
| 3M | +8.4% | +2.7% | +5.7% | +1.0% |
| 6M | +17.2% | +3.6% | +13.6% | +0.1% |
| YTD | +31.7% | +83.6% | -51.9% | -25.3% |
| 1Y | +30.1% | +84.9% | -54.8% | -27.5% |
| 3Y | +66.4% | +63.2% | +3.2% | -13.3% |
| 5Y | -62.2% | +4.9% | -67.1% | -73.8% |
| 10Y | +621.5% | +799.3% | -177.8% | +44.3% |
| All | +621.5% | +838.5% | -217.0% | +44.3% |
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