+16.1%
ENTG vs EFV
+94.1%
-78.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.4% |
| 7D | +5.1% | -2.0% | +7.1% | +8.6% |
| 30D | -8.5% | -0.2% | -8.3% | -8.4% |
| 3M | +6.7% | +9.1% | -2.4% | -7.3% |
| 6M | +17.7% | +11.7% | +6.0% | -0.9% |
| YTD | +63.5% | +17.0% | +46.4% | +28.0% |
| 1Y | +73.6% | +26.7% | +46.9% | +20.4% |
| 3Y | +44.6% | +90.2% | -45.6% | -45.4% |
| 5Y | +16.1% | +96.1% | -80.0% | -58.5% |
| All | +16.1% | +94.1% | -78.0% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling