+312.3%
ZETA vs ENTG
+30.9%
+281.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -0.3% |
| 7D | +18.1% | +15.2% | +2.9% | +12.1% |
| 30D | +13.6% | -3.6% | +17.2% | +13.9% |
| 3M | +23.7% | -10.0% | +33.7% | +25.7% |
| 6M | +128.5% | +1.8% | +126.7% | +108.6% |
| YTD | +80.1% | +75.5% | +4.6% | +22.4% |
| 1Y | +98.0% | +82.4% | +15.6% | +31.8% |
| 3Y | +348.6% | +58.5% | +290.1% | +192.1% |
| 5Y | +286.6% | +0.4% | +286.3% | +219.8% |
| All | +312.3% | +30.9% | +281.3% | +228.4% |
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