+243.8%
ZETA vs ENTG
+21.9%
+221.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.9% |
| 7D | -6.5% | +5.1% | -11.6% | -8.5% |
| 30D | +4.8% | -8.5% | +13.4% | +7.5% |
| 3M | +53.3% | +6.7% | +46.6% | +40.1% |
| 6M | +66.8% | +17.7% | +49.1% | +41.5% |
| YTD | +50.2% | +63.5% | -13.3% | +6.7% |
| 1Y | +62.0% | +73.6% | -11.5% | +11.3% |
| 3Y | +276.4% | +44.6% | +231.8% | +158.3% |
| 5Y | +341.6% | +16.1% | +325.5% | +273.4% |
| All | +243.8% | +21.9% | +221.8% | +186.2% |
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