+65.7%
ENTG vs ES
-1.6%
+67.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.1% | -8.5% | -5.9% |
| 7D | -10.3% | +5.3% | -15.6% | -9.1% |
| 30D | -14.4% | +8.9% | -23.3% | -12.5% |
| 3M | -1.1% | -1.9% | +0.8% | -0.2% |
| 6M | +3.0% | +3.9% | -0.9% | +3.5% |
| YTD | +70.1% | +8.3% | +61.8% | +69.0% |
| 1Y | +65.7% | -0.1% | +65.9% | +65.1% |
| All | +65.7% | -1.6% | +67.3% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling