+52.4%
EFA vs ENTG
+15.6%
+36.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.1% |
| 7D | -2.4% | +5.1% | -7.5% | -3.3% |
| 30D | -2.2% | -8.5% | +6.3% | -1.0% |
| 3M | +5.7% | +6.7% | -1.0% | +2.4% |
| 6M | +8.2% | +17.7% | -9.6% | +2.1% |
| YTD | +11.8% | +63.5% | -51.7% | -1.6% |
| 1Y | +18.3% | +73.6% | -55.3% | +1.9% |
| 3Y | +64.9% | +44.6% | +20.4% | +41.0% |
| 5Y | +52.4% | +16.1% | +36.3% | +30.4% |
| All | +52.4% | +15.6% | +36.8% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling