+21.8%
ENTG vs ELF
+230.6%
-208.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.4% | +2.5% |
| 7D | +8.9% | -6.8% | +15.7% | +11.0% |
| 30D | -0.8% | +5.1% | -5.9% | -2.6% |
| 3M | +6.6% | +79.8% | -73.2% | -10.7% |
| 6M | +22.1% | +29.7% | -7.6% | +11.0% |
| YTD | +70.2% | +31.6% | +38.6% | +51.8% |
| 1Y | +76.7% | -27.9% | +104.6% | +83.9% |
| 3Y | +50.5% | -26.4% | +76.9% | +34.3% |
| 5Y | +21.8% | +235.6% | -213.8% | -57.2% |
| All | +21.8% | +230.6% | -208.8% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling