+764.3%
ENTG vs ETR
+298.4%
+465.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.4% |
| 7D | +5.1% | -1.9% | +7.0% | +5.9% |
| 30D | -8.5% | -0.2% | -8.3% | -8.5% |
| 3M | +6.7% | -3.7% | +10.4% | +8.2% |
| 6M | +17.7% | +2.1% | +15.7% | +16.1% |
| YTD | +63.5% | +16.5% | +47.0% | +53.4% |
| 1Y | +73.6% | +22.5% | +51.1% | +60.1% |
| 3Y | +44.6% | +144.7% | -100.1% | +0.6% |
| 5Y | +16.1% | +125.2% | -109.1% | -17.4% |
| All | +764.3% | +298.4% | +465.9% | +487.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling