+15.3%
ENTG vs ET
+241.8%
-226.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.6% |
| 7D | +1.2% | +0.2% | +0.9% | +1.0% |
| 30D | -12.9% | +2.9% | -15.7% | -14.4% |
| 3M | -3.1% | +16.8% | -19.9% | -12.5% |
| 6M | +21.0% | +18.9% | +2.1% | +6.8% |
| YTD | +67.0% | +37.7% | +29.3% | +32.9% |
| 1Y | +68.6% | +32.4% | +36.2% | +37.8% |
| 3Y | +48.6% | +99.5% | -50.9% | -5.3% |
| All | +15.3% | +241.8% | -226.4% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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