+76.7%
ENTG vs ECL
+0.5%
+76.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.3% |
| 7D | +8.9% | -2.7% | +11.7% | +10.2% |
| 30D | -0.8% | -4.3% | +3.5% | +0.8% |
| 3M | +6.6% | +3.2% | +3.3% | +1.6% |
| 6M | +22.1% | -2.9% | +25.0% | +21.9% |
| YTD | +70.2% | +4.3% | +65.9% | +67.6% |
| 1Y | +76.7% | +1.6% | +75.1% | +75.9% |
| All | +76.7% | +0.5% | +76.2% | +75.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling