+782.9%
ENTG vs EFV
+169.9%
+613.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +0.7% |
| 7D | +1.2% | -0.8% | +2.0% | +2.3% |
| 30D | -12.9% | +0.6% | -13.5% | -13.7% |
| 3M | -3.1% | +7.5% | -10.6% | -12.1% |
| 6M | +21.0% | +13.0% | +8.0% | +3.5% |
| YTD | +67.0% | +18.3% | +48.7% | +35.1% |
| 1Y | +68.6% | +26.7% | +41.9% | +25.2% |
| 3Y | +48.6% | +89.6% | -40.9% | -32.6% |
| 5Y | +18.6% | +98.2% | -79.6% | -47.9% |
| All | +782.9% | +169.9% | +613.0% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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