+803.5%
ENTG vs ES
+96.6%
+706.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.9% |
| 7D | +22.8% | -1.1% | +23.9% | +23.1% |
| 30D | -4.9% | +8.2% | -13.1% | -7.4% |
| 3M | -4.8% | +0.6% | -5.4% | -5.4% |
| 6M | +5.6% | +6.0% | -0.4% | +2.6% |
| YTD | +82.4% | +9.3% | +73.1% | +74.7% |
| 1Y | +82.9% | +1.1% | +81.7% | +78.9% |
| 3Y | +62.1% | +51.9% | +10.2% | +34.0% |
| 5Y | +4.3% | +6.5% | -2.1% | -2.1% |
| All | +803.5% | +96.6% | +706.9% | +704.3% |
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