+51.5%
ENTG vs EFX
-12.7%
+64.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.4% | +2.0% |
| 7D | +8.9% | -9.4% | +18.3% | +12.0% |
| 30D | -0.8% | -6.9% | +6.1% | +0.7% |
| 3M | +6.6% | +0.1% | +6.4% | +2.8% |
| 6M | +22.1% | -17.3% | +39.4% | +29.1% |
| YTD | +70.2% | -21.8% | +92.0% | +83.8% |
| 1Y | +76.7% | -32.5% | +109.3% | +107.6% |
| All | +51.5% | -12.7% | +64.1% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling