+20.1%
ENTG vs ENB
+71.0%
-51.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +8.9% | -0.5% | +9.4% | +9.1% |
| 30D | -7.2% | -0.2% | -7.0% | -7.2% |
| 3M | +6.4% | -7.5% | +13.9% | +9.5% |
| 6M | +25.7% | -4.1% | +29.8% | +26.2% |
| YTD | +67.9% | +9.8% | +58.1% | +55.1% |
| 1Y | +72.4% | +8.7% | +63.7% | +59.8% |
| 3Y | +48.4% | +79.0% | -30.6% | -5.7% |
| 5Y | +20.1% | +69.1% | -49.0% | -17.1% |
| All | +20.1% | +71.0% | -51.0% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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