+782.9%
ENTG vs EFX
+42.6%
+740.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.9% |
| 7D | +1.2% | -4.5% | +5.7% | +3.5% |
| 30D | -12.9% | -6.1% | -6.8% | -11.0% |
| 3M | -3.1% | +6.2% | -9.3% | -10.5% |
| 6M | +21.0% | -11.2% | +32.2% | +21.9% |
| YTD | +67.0% | -21.4% | +88.4% | +78.4% |
| 1Y | +68.6% | -34.3% | +102.9% | +99.8% |
| 3Y | +48.6% | -12.5% | +61.1% | +44.5% |
| 5Y | +18.6% | -35.6% | +54.2% | +35.3% |
| All | +782.9% | +42.6% | +740.4% | +575.3% |
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