+319.2%
ZETA vs ENTG
+36.1%
+283.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.0% |
| 7D | +26.5% | +22.8% | +3.7% | +17.3% |
| 30D | +10.3% | -4.9% | +15.1% | +11.1% |
| 3M | +30.5% | -4.8% | +35.4% | +30.0% |
| 6M | +129.4% | +5.6% | +123.8% | +106.6% |
| YTD | +83.1% | +82.4% | +0.7% | +22.7% |
| 1Y | +82.1% | +82.9% | -0.8% | +21.8% |
| 3Y | +352.3% | +62.1% | +290.2% | +192.8% |
| 5Y | +293.1% | +4.3% | +288.8% | +220.7% |
| All | +319.2% | +36.1% | +283.2% | +229.4% |
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 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