+1,182.0%
ENTG vs EFV
+258.8%
+923.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.3% |
| 7D | +2.8% | +1.5% | +1.3% | +0.9% |
| 30D | -4.7% | +1.7% | -6.4% | -6.7% |
| 3M | -0.7% | +8.6% | -9.4% | -10.0% |
| 6M | +7.7% | +11.7% | -4.0% | -5.2% |
| YTD | +65.1% | +19.3% | +45.8% | +34.2% |
| 1Y | +74.8% | +30.2% | +44.6% | +28.1% |
| 3Y | +36.9% | +91.6% | -54.7% | -36.2% |
| 5Y | +16.1% | +96.4% | -80.3% | -45.9% |
| 10Y | +740.3% | +166.5% | +573.9% | +173.1% |
| All | +1,182.0% | +258.8% | +923.2% | +189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling