+1,197.2%
ENTG vs EFX
+1,384.6%
-187.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -6.4% | +12.5% | +10.6% |
| 7D | +2.8% | -8.6% | +11.5% | +8.9% |
| 30D | -4.7% | +0.1% | -4.8% | -6.0% |
| 3M | -0.7% | +3.8% | -4.6% | -9.4% |
| 6M | +7.7% | -13.5% | +21.2% | +10.2% |
| YTD | +65.1% | -17.7% | +82.7% | +71.8% |
| 1Y | +74.8% | -25.6% | +100.4% | +94.1% |
| 3Y | +36.9% | -12.1% | +49.0% | +29.1% |
| 5Y | +16.1% | -33.8% | +49.9% | +35.3% |
| 10Y | +740.3% | +45.1% | +695.2% | +363.9% |
| All | +1,197.2% | +1,384.6% | -187.4% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling