+142.8%
EFA vs ENTG
+797.5%
-654.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.5% |
| 7D | -1.5% | +1.2% | -2.7% | -1.8% |
| 30D | -1.7% | -12.9% | +11.2% | +1.0% |
| 3M | +3.5% | -3.1% | +6.6% | +2.0% |
| 6M | +9.5% | +21.0% | -11.5% | +1.6% |
| YTD | +12.9% | +67.0% | -54.1% | -3.3% |
| 1Y | +18.2% | +68.6% | -50.4% | -0.1% |
| 3Y | +64.8% | +48.6% | +16.2% | +36.2% |
| 5Y | +53.9% | +18.6% | +35.3% | +27.4% |
| All | +142.8% | +797.5% | -654.7% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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