+1,378.8%
ENTG vs ET
+1,435.7%
-56.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | +8.9% | +0.4% | +8.5% | +8.8% |
| 30D | -7.2% | +6.9% | -14.1% | -9.5% |
| 3M | +6.4% | +13.1% | -6.7% | +1.3% |
| 6M | +25.7% | +18.7% | +7.0% | +17.1% |
| YTD | +67.9% | +37.4% | +30.4% | +48.1% |
| 1Y | +72.4% | +34.8% | +37.5% | +53.2% |
| 3Y | +48.4% | +96.8% | -48.4% | +16.2% |
| 5Y | +20.1% | +238.2% | -218.2% | -21.8% |
| 10Y | +768.1% | +159.4% | +608.7% | +456.5% |
| All | +1,378.8% | +1,435.7% | -56.9% | +104.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling