+21.8%
ENTG vs ESI
+74.4%
-52.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.6% |
| 7D | +8.9% | +3.9% | +5.0% | +4.6% |
| 30D | -0.8% | -3.8% | +3.0% | +3.8% |
| 3M | +6.6% | -13.1% | +19.7% | +26.5% |
| 6M | +22.1% | +11.3% | +10.7% | +12.1% |
| YTD | +70.2% | +44.1% | +26.1% | +19.7% |
| 1Y | +76.7% | +40.3% | +36.4% | +28.8% |
| 3Y | +50.5% | +84.1% | -33.6% | -16.7% |
| 5Y | +21.8% | +75.8% | -54.0% | -28.0% |
| All | +21.8% | +74.4% | -52.6% | -28.0% |
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