+86.1%
ENTG vs EOSE
-60.6%
+146.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | +1.2% | +1.8% | -0.6% | +0.9% |
| 30D | -12.9% | -6.8% | -6.0% | -12.4% |
| 3M | -3.1% | -36.3% | +33.2% | +1.7% |
| 6M | +21.0% | -38.8% | +59.8% | +25.7% |
| YTD | +67.0% | -65.5% | +132.5% | +81.3% |
| 1Y | +68.6% | -45.3% | +113.9% | +72.3% |
| 3Y | +48.6% | +44.2% | +4.5% | +22.8% |
| 5Y | +18.6% | -69.5% | +88.1% | -8.3% |
| All | +86.1% | -60.6% | +146.7% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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