+0.2%
ENTG vs ES
+6.6%
-6.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.6% | -3.9% |
| 7D | +15.2% | +2.7% | +12.5% | +14.7% |
| 30D | -3.6% | +7.6% | -11.2% | -5.2% |
| 3M | -10.0% | +0.5% | -10.4% | -10.1% |
| 6M | +1.8% | +7.6% | -5.8% | -0.7% |
| YTD | +75.5% | +10.2% | +65.3% | +69.4% |
| 1Y | +82.4% | +1.8% | +80.6% | +79.2% |
| 3Y | +58.5% | +55.4% | +3.1% | +30.9% |
| All | +0.2% | +6.6% | -6.3% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling