+15.3%
ENTG vs FANG
+232.6%
-217.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +1.2% | +2.9% | -1.7% | +0.2% |
| 30D | -12.9% | +2.6% | -15.5% | -13.7% |
| 3M | -3.1% | +7.6% | -10.6% | -6.4% |
| 6M | +21.0% | +17.3% | +3.7% | +11.1% |
| YTD | +67.0% | +38.7% | +28.3% | +42.5% |
| 1Y | +68.6% | +51.6% | +17.0% | +38.4% |
| 3Y | +48.6% | +50.0% | -1.3% | +20.7% |
| All | +15.3% | +232.6% | -217.3% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 5y: compounded portfolio wealth divided by compounded FANG 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…
5y analysis · Full analysis span regression · 6 months rolling