+42.1%
ENTG vs ES
+46.3%
-4.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +2.6% |
| 7D | -17.1% | +1.9% | -19.0% | -17.2% |
| 30D | -23.0% | +7.1% | -30.1% | -23.3% |
| 3M | -10.2% | -1.9% | -8.3% | -9.9% |
| 6M | -17.8% | +4.4% | -22.1% | -18.5% |
| YTD | +52.4% | +7.3% | +45.0% | +49.8% |
| 1Y | +49.8% | +2.1% | +47.7% | +47.7% |
| 3Y | +42.1% | +41.8% | +0.3% | +23.1% |
| All | +42.1% | +46.3% | -4.2% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling