+252.6%
ZETA vs ENTG
+23.1%
+229.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.2% | -10.2% | -6.4% |
| 7D | +2.7% | +2.8% | -0.2% | +1.3% |
| 30D | +15.8% | -4.7% | +20.5% | +16.9% |
| 3M | +35.4% | -0.7% | +36.2% | +27.6% |
| 6M | +67.1% | +7.7% | +59.4% | +47.3% |
| YTD | +54.1% | +65.1% | -11.0% | +9.1% |
| 1Y | +67.8% | +74.8% | -7.0% | +15.0% |
| 3Y | +311.4% | +36.9% | +274.5% | +190.9% |
| 5Y | +324.8% | +16.1% | +308.7% | +258.7% |
| All | +252.6% | +23.1% | +229.5% | +192.8% |
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