+1,097.4%
ENTG vs ES
+640.5%
+456.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +4.1% |
| 7D | -17.1% | +1.9% | -19.0% | -18.2% |
| 30D | -23.0% | +7.1% | -30.1% | -26.5% |
| 3M | -10.2% | -1.9% | -8.3% | -10.3% |
| 6M | -17.8% | +4.4% | -22.1% | -21.5% |
| YTD | +52.4% | +7.3% | +45.0% | +42.1% |
| 1Y | +49.8% | +2.1% | +47.7% | +42.4% |
| 3Y | +42.1% | +41.8% | +0.3% | +6.7% |
| 5Y | -10.2% | +1.4% | -11.7% | -19.4% |
| 10Y | +756.0% | +86.8% | +669.2% | +358.5% |
| All | +1,097.4% | +640.5% | +456.9% | +116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling