+799.3%
ENTG vs ESI
+323.9%
+475.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +4.0% | +7.3% | +8.3% |
| 7D | +7.9% | +1.8% | +6.1% | +7.3% |
| 30D | -3.6% | -6.6% | +3.0% | +3.1% |
| 3M | +2.7% | -9.4% | +12.1% | +12.9% |
| 6M | +3.6% | -24.1% | +27.7% | +32.3% |
| YTD | +83.6% | +37.1% | +46.5% | +56.3% |
| 1Y | +84.9% | +24.5% | +60.3% | +68.3% |
| 3Y | +63.2% | +83.2% | -19.9% | +20.4% |
| 5Y | +4.9% | +44.0% | -39.0% | -11.0% |
| 10Y | +799.3% | +332.8% | +466.5% | +337.4% |
| All | +799.3% | +323.9% | +475.4% | +337.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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