+764.3%
ENTG vs EL
+25.3%
+739.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -2.8% |
| 7D | +5.1% | -4.4% | +9.5% | +7.5% |
| 30D | -8.5% | +10.3% | -18.8% | -14.0% |
| 3M | +6.7% | +13.4% | -6.7% | -1.4% |
| 6M | +17.7% | +3.1% | +14.7% | +12.3% |
| YTD | +63.5% | -6.9% | +70.4% | +61.4% |
| 1Y | +73.6% | +11.9% | +61.7% | +54.2% |
| 3Y | +44.6% | -33.8% | +78.4% | +54.0% |
| 5Y | +16.1% | -69.0% | +85.1% | +96.5% |
| All | +764.3% | +25.3% | +739.0% | +626.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling