+1,336.1%
ENTG vs ESI
+195.2%
+1,140.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.7% |
| 7D | -9.3% | -6.6% | -2.7% | -5.4% |
| 30D | -16.4% | -9.8% | -6.5% | -10.5% |
| 3M | -3.8% | -11.9% | +8.1% | +4.7% |
| 6M | -6.9% | -25.1% | +18.2% | +12.3% |
| YTD | +65.0% | +31.9% | +33.1% | +52.3% |
| 1Y | +61.7% | +19.2% | +42.5% | +56.9% |
| 3Y | +46.6% | +76.2% | -29.5% | +23.9% |
| 5Y | -2.7% | +39.4% | -42.1% | -9.0% |
| 10Y | +743.3% | +304.9% | +438.4% | +458.2% |
| All | +1,336.1% | +195.2% | +1,140.9% | +894.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling