+1,210.4%
ENTG vs ED
+1,082.9%
+127.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.1% | +9.6% | +9.5% |
| 7D | -7.6% | -0.1% | -7.5% | -7.7% |
| 30D | -15.5% | +11.6% | -27.0% | -19.5% |
| 3M | -7.8% | +10.5% | -18.4% | -12.0% |
| 6M | -5.9% | +13.2% | -19.1% | -11.9% |
| YTD | +66.7% | +22.1% | +44.6% | +50.2% |
| 1Y | +62.1% | +24.2% | +37.9% | +44.6% |
| 3Y | +56.3% | +46.9% | +9.3% | +23.0% |
| 5Y | -3.8% | +80.8% | -84.6% | -33.2% |
| 10Y | +770.1% | +134.3% | +635.8% | +376.1% |
| All | +1,210.4% | +1,082.9% | +127.6% | +286.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling