+1,197.2%
ENTG vs ECL
+1,872.5%
-675.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.0% | +6.1% |
| 7D | +2.8% | -2.6% | +5.4% | +5.1% |
| 30D | -4.7% | -2.2% | -2.5% | -3.4% |
| 3M | -0.7% | +10.1% | -10.8% | -9.9% |
| 6M | +7.7% | -5.7% | +13.5% | +11.1% |
| YTD | +65.1% | +7.0% | +58.1% | +54.4% |
| 1Y | +74.8% | +2.7% | +72.1% | +67.7% |
| 3Y | +36.9% | +57.7% | -20.8% | -8.6% |
| 5Y | +16.1% | +31.1% | -15.0% | -10.2% |
| 10Y | +740.3% | +150.9% | +589.5% | +252.5% |
| All | +1,197.2% | +1,872.5% | -675.3% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling