+74.8%
ENTG vs FDS
-17.4%
+92.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.5% | +9.7% | +4.8% |
| 7D | +2.8% | -1.9% | +4.7% | +2.2% |
| 30D | -4.7% | +9.0% | -13.7% | -1.3% |
| 3M | -0.7% | +18.9% | -19.6% | +10.1% |
| 6M | +7.7% | +35.1% | -27.4% | +22.3% |
| YTD | +65.1% | +5.5% | +59.6% | +86.3% |
| 1Y | +74.8% | -16.8% | +91.6% | +99.0% |
| All | +74.8% | -17.4% | +92.2% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling