+48.4%
ENTG vs ELF
-23.6%
+72.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.6% | +2.8% |
| 7D | +8.9% | -1.2% | +10.1% | +9.2% |
| 30D | -7.2% | +5.9% | -13.1% | -8.7% |
| 3M | +6.4% | +99.5% | -93.1% | -10.4% |
| 6M | +25.7% | +26.5% | -0.9% | +16.8% |
| YTD | +67.9% | +37.2% | +30.7% | +51.3% |
| 1Y | +72.4% | -24.4% | +96.8% | +76.6% |
| 3Y | +48.4% | -23.3% | +71.8% | +39.9% |
| All | +48.4% | -23.6% | +72.0% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling