+20.1%
ENTG vs EL
-67.4%
+87.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.6% |
| 7D | +8.9% | +1.7% | +7.3% | +8.1% |
| 30D | -7.2% | +15.5% | -22.7% | -14.1% |
| 3M | +6.4% | +20.6% | -14.1% | -3.7% |
| 6M | +25.7% | +10.5% | +15.2% | +16.8% |
| YTD | +67.9% | -1.9% | +69.7% | +62.4% |
| 1Y | +72.4% | +16.1% | +56.3% | +52.2% |
| 3Y | +48.4% | -30.2% | +78.7% | +55.6% |
| 5Y | +20.1% | -67.4% | +87.4% | +109.6% |
| All | +20.1% | -67.4% | +87.5% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling