-2.7%
ENTG vs ESI
+39.6%
-42.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.4% |
| 7D | -9.3% | -6.6% | -2.7% | -1.6% |
| 30D | -16.4% | -9.8% | -6.5% | -5.0% |
| 3M | -3.8% | -11.9% | +8.1% | +12.4% |
| 6M | -6.9% | -25.1% | +18.2% | +32.0% |
| YTD | +65.0% | +31.9% | +33.1% | +27.3% |
| 1Y | +61.7% | +19.2% | +42.5% | +38.9% |
| 3Y | +46.6% | +76.2% | -29.5% | -16.7% |
| 5Y | -2.7% | +39.4% | -42.1% | -31.4% |
| All | -2.7% | +39.6% | -42.2% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling