+533.2%
XYZ vs ENTG
+1,013.8%
-480.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -4.1% |
| 7D | -1.0% | +2.8% | -3.8% | -2.6% |
| 30D | -1.7% | -4.7% | +3.0% | -0.3% |
| 3M | +16.7% | -0.7% | +17.5% | +7.6% |
| 6M | +26.9% | +7.7% | +19.1% | +7.6% |
| YTD | +27.1% | +65.1% | -37.9% | -19.1% |
| 1Y | +9.3% | +74.8% | -65.5% | -35.2% |
| 3Y | +42.3% | +36.9% | +5.4% | -12.3% |
| 5Y | -69.3% | +16.1% | -85.4% | -79.4% |
| 10Y | +586.8% | +740.3% | -153.5% | +52.7% |
| All | +533.2% | +1,013.8% | -480.6% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling