+1,197.2%
ENTG vs ES
+644.6%
+552.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.7% | +6.5% |
| 7D | +2.8% | +0.3% | +2.5% | +2.6% |
| 30D | -4.7% | -2.0% | -2.7% | -3.7% |
| 3M | -0.7% | +1.7% | -2.4% | -2.8% |
| 6M | +7.7% | -3.5% | +11.3% | +8.1% |
| YTD | +65.1% | +7.9% | +57.2% | +55.2% |
| 1Y | +74.8% | +17.2% | +57.6% | +54.8% |
| 3Y | +36.9% | +29.3% | +7.6% | +9.3% |
| 5Y | +16.1% | -5.7% | +21.9% | +9.9% |
| 10Y | +740.3% | +85.2% | +655.1% | +357.5% |
| All | +1,197.2% | +644.6% | +552.6% | +136.7% |
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