+56.3%
ENTG vs ED
+47.4%
+8.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.1% | +9.6% | +9.3% |
| 7D | -7.6% | -0.1% | -7.5% | -7.3% |
| 30D | -15.5% | +11.6% | -27.0% | -6.6% |
| 3M | -7.8% | +10.5% | -18.4% | +1.1% |
| 6M | -5.9% | +13.2% | -19.1% | +6.1% |
| YTD | +66.7% | +22.1% | +44.6% | +97.3% |
| 1Y | +62.1% | +24.2% | +37.9% | +94.4% |
| 3Y | +56.3% | +46.9% | +9.3% | +80.7% |
| All | +56.3% | +47.4% | +8.8% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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