+7.7%
ENTG vs ECL
-5.5%
+13.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.0% | +6.1% |
| 7D | +2.8% | -2.6% | +5.4% | +3.5% |
| 30D | -4.7% | -2.2% | -2.5% | -4.1% |
| 3M | -0.7% | +10.1% | -10.8% | -10.4% |
| 6M | +7.7% | -5.7% | +13.5% | +17.4% |
| All | +7.7% | -5.5% | +13.2% | +17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling