+770.1%
ENTG vs ES
+82.6%
+687.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.5% | +9.9% | +9.6% |
| 7D | -7.6% | -0.1% | -7.5% | -7.7% |
| 30D | -15.5% | +5.7% | -21.2% | -17.2% |
| 3M | -7.8% | -2.8% | -5.0% | -7.6% |
| 6M | -5.9% | +7.0% | -12.9% | -9.0% |
| YTD | +66.7% | +6.8% | +60.0% | +60.7% |
| 1Y | +62.1% | -0.5% | +62.6% | +59.1% |
| 3Y | +56.3% | +47.2% | +9.1% | +30.4% |
| 5Y | -3.8% | +2.3% | -6.1% | -8.7% |
| 10Y | +770.1% | +85.6% | +684.4% | +707.8% |
| All | +770.1% | +82.6% | +687.5% | +707.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling