+46.6%
ENTG vs ECL
+79.5%
-32.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -0.9% |
| 7D | -9.3% | +0.4% | -9.7% | -9.4% |
| 30D | -16.4% | +8.6% | -24.9% | -20.5% |
| 3M | -3.8% | +7.9% | -11.7% | -8.6% |
| 6M | -6.9% | +21.0% | -28.0% | -19.8% |
| YTD | +65.0% | +17.5% | +47.5% | +47.2% |
| 1Y | +61.7% | +19.7% | +42.0% | +42.0% |
| 3Y | +46.6% | +77.4% | -30.8% | -2.5% |
| All | +46.6% | +79.5% | -32.8% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling