+769.3%
ENTG vs EFX
+80.5%
+688.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -4.1% |
| 7D | +15.2% | -0.8% | +16.0% | +15.6% |
| 30D | -3.6% | +25.1% | -28.8% | -15.6% |
| 3M | -10.0% | +1.7% | -11.6% | -13.6% |
| 6M | +1.8% | +18.4% | -16.6% | -13.9% |
| YTD | +75.5% | -12.5% | +88.0% | +73.5% |
| 1Y | +82.4% | -8.1% | +90.5% | +74.9% |
| 3Y | +58.5% | +4.8% | +53.7% | +36.7% |
| 5Y | +0.4% | -30.1% | +30.5% | +7.6% |
| All | +769.3% | +80.5% | +688.8% | +451.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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