+51.5%
ENTG vs EFV
+88.7%
-37.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +3.0% |
| 7D | +8.9% | -0.5% | +9.4% | +9.8% |
| 30D | -0.8% | 0.0% | -0.8% | -1.0% |
| 3M | +6.6% | +8.4% | -1.9% | -7.4% |
| 6M | +22.1% | +12.3% | +9.7% | +0.3% |
| YTD | +70.2% | +17.4% | +52.8% | +29.8% |
| 1Y | +76.7% | +27.1% | +49.6% | +18.1% |
| All | +51.5% | +88.7% | -37.3% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling