-68.4%
XYZ vs ENTG
+21.6%
-90.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.2% | -1.5% |
| 7D | -3.7% | +8.9% | -12.6% | -7.9% |
| 30D | +0.5% | -0.8% | +1.4% | 0.0% |
| 3M | +16.3% | +6.6% | +9.7% | +4.4% |
| 6M | +21.1% | +22.1% | -0.9% | -2.1% |
| YTD | +22.0% | +70.2% | -48.2% | -21.2% |
| 1Y | +5.2% | +76.7% | -71.6% | -35.7% |
| 3Y | +49.6% | +50.5% | -0.9% | -11.5% |
| 5Y | -68.4% | +21.8% | -90.2% | -77.8% |
| All | -68.4% | +21.6% | -90.0% | -77.8% |
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