+799.3%
ENTG vs EL
+63.7%
+735.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -1.0% | +12.3% | +11.8% |
| 7D | +7.9% | +0.3% | +7.7% | +8.1% |
| 30D | -3.6% | +12.3% | -15.8% | -9.5% |
| 3M | +2.7% | +28.4% | -25.7% | -11.3% |
| 6M | +3.6% | +36.7% | -33.2% | -14.3% |
| YTD | +83.6% | +8.4% | +75.2% | +66.6% |
| 1Y | +84.9% | +25.4% | +59.4% | +54.9% |
| 3Y | +63.2% | +3.4% | +59.8% | +36.6% |
| 5Y | +4.9% | -64.8% | +69.7% | +66.8% |
| 10Y | +799.3% | +63.0% | +736.3% | +539.1% |
| All | +799.3% | +63.7% | +735.6% | +539.1% |
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