+21.8%
ENTG vs ED
+66.4%
-44.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.2% |
| 7D | +8.9% | -0.2% | +9.1% | +8.9% |
| 30D | -0.8% | +1.9% | -2.8% | -0.3% |
| 3M | +6.6% | +1.9% | +4.7% | +7.2% |
| 6M | +22.1% | -2.3% | +24.3% | +22.3% |
| YTD | +70.2% | +10.9% | +59.3% | +72.9% |
| 1Y | +76.7% | +14.5% | +62.2% | +80.1% |
| 3Y | +50.5% | +33.4% | +17.1% | +45.2% |
| 5Y | +21.8% | +67.3% | -45.5% | +21.5% |
| All | +21.8% | +66.4% | -44.6% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling