+1,336.9%
ENTG vs ESI
+224.6%
+1,112.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.9% | +3.2% | +4.6% |
| 7D | +2.8% | +3.3% | -0.5% | +1.1% |
| 30D | -4.7% | -5.9% | +1.2% | -1.2% |
| 3M | -0.7% | -14.1% | +13.4% | +9.9% |
| 6M | +7.7% | +6.6% | +1.1% | +7.9% |
| YTD | +65.1% | +45.0% | +20.0% | +42.9% |
| 1Y | +74.8% | +41.5% | +33.3% | +54.5% |
| 3Y | +36.9% | +78.8% | -41.9% | +12.1% |
| 5Y | +16.1% | +70.9% | -54.8% | -1.8% |
| 10Y | +740.3% | +317.1% | +423.3% | +427.0% |
| All | +1,336.9% | +224.6% | +1,112.3% | +833.8% |
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