-2.7%
ENTG vs ECL
+39.8%
-42.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -0.9% |
| 7D | -9.3% | +0.4% | -9.7% | -9.5% |
| 30D | -16.4% | +8.6% | -24.9% | -22.0% |
| 3M | -3.8% | +7.9% | -11.7% | -10.4% |
| 6M | -6.9% | +21.0% | -28.0% | -22.6% |
| YTD | +65.0% | +17.5% | +47.5% | +41.8% |
| 1Y | +61.7% | +19.7% | +42.0% | +36.3% |
| 3Y | +46.6% | +77.4% | -30.8% | -15.6% |
| 5Y | -2.7% | +38.7% | -41.4% | -39.5% |
| All | -2.7% | +39.8% | -42.5% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling