+799.3%
ENTG vs ECL
+196.0%
+603.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.6% | +10.7% | +10.9% |
| 7D | +7.9% | -2.3% | +10.2% | +10.1% |
| 30D | -3.6% | +8.3% | -11.8% | -9.1% |
| 3M | +2.7% | +8.4% | -5.7% | -3.8% |
| 6M | +3.6% | +23.3% | -19.7% | -12.9% |
| YTD | +83.6% | +18.2% | +65.4% | +60.4% |
| 1Y | +84.9% | +18.8% | +66.1% | +60.6% |
| 3Y | +63.2% | +78.5% | -15.3% | +3.8% |
| 5Y | +4.9% | +40.1% | -35.2% | -22.4% |
| 10Y | +799.3% | +196.5% | +602.8% | +296.7% |
| All | +799.3% | +196.0% | +603.3% | +296.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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