+58.5%
ENTG vs ETR
+155.2%
-96.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | +15.2% | +1.2% | +14.0% | +14.9% |
| 30D | -3.6% | +7.0% | -10.7% | -5.3% |
| 3M | -10.0% | +4.6% | -14.6% | -11.0% |
| 6M | +1.8% | +0.1% | +1.7% | +1.6% |
| YTD | +75.5% | +23.2% | +52.3% | +65.6% |
| 1Y | +82.4% | +20.6% | +61.8% | +73.0% |
| 3Y | +58.5% | +156.3% | -97.8% | +49.0% |
| All | +58.5% | +155.2% | -96.7% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling