+803.5%
ENTG vs EAT
+319.3%
+484.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | +22.8% | -7.1% | +29.9% | +25.1% |
| 30D | -4.9% | -2.3% | -2.5% | -4.6% |
| 3M | -4.8% | -19.6% | +14.8% | -0.1% |
| 6M | +5.6% | +46.0% | -40.4% | -5.9% |
| YTD | +82.4% | +37.7% | +44.7% | +63.8% |
| 1Y | +82.9% | +73.8% | +9.1% | +53.8% |
| 3Y | +62.1% | +482.1% | -419.9% | -3.6% |
| 5Y | +4.3% | +362.5% | -358.2% | -36.4% |
| All | +803.5% | +319.3% | +484.2% | +410.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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