+727.0%
ENTG vs ELF
+299.0%
+428.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.3% | +0.4% | -2.9% |
| 7D | +5.1% | -10.8% | +16.0% | +8.1% |
| 30D | -8.5% | +0.8% | -9.3% | -9.0% |
| 3M | +6.7% | +64.8% | -58.1% | -6.6% |
| 6M | +17.7% | +19.0% | -1.2% | +10.6% |
| YTD | +63.5% | +25.9% | +37.5% | +49.7% |
| 1Y | +73.6% | -28.8% | +102.4% | +79.6% |
| 3Y | +44.6% | -29.6% | +74.2% | +36.4% |
| 5Y | +16.1% | +216.2% | -200.1% | -28.2% |
| All | +727.0% | +299.0% | +428.0% | +331.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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