+76.7%
ENTG vs EL
+12.1%
+64.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.2% | +2.2% |
| 7D | +8.9% | -2.4% | +11.3% | +9.6% |
| 30D | -0.8% | +13.7% | -14.5% | -4.7% |
| 3M | +6.6% | +14.5% | -7.9% | +2.3% |
| 6M | +22.1% | +7.4% | +14.7% | +18.5% |
| YTD | +70.2% | -4.7% | +74.9% | +66.0% |
| 1Y | +76.7% | +12.9% | +63.8% | +60.9% |
| All | +76.7% | +12.1% | +64.6% | +60.9% |
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