+74.8%
ENTG vs EL
+14.8%
+60.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.0% | +3.2% | +5.3% |
| 7D | +2.8% | +0.8% | +2.0% | +2.6% |
| 30D | -4.7% | +19.8% | -24.5% | -9.7% |
| 3M | -0.7% | +25.7% | -26.4% | -7.4% |
| 6M | +7.7% | +5.4% | +2.3% | +5.9% |
| YTD | +65.1% | +0.2% | +64.9% | +58.7% |
| 1Y | +74.8% | +20.4% | +54.4% | +55.5% |
| All | +74.8% | +14.8% | +60.0% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling