+769.3%
ENTG vs FDS
+127.7%
+641.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -3.9% |
| 7D | +15.2% | +1.5% | +13.7% | +14.7% |
| 30D | -3.6% | +14.8% | -18.5% | -9.1% |
| 3M | -10.0% | +16.3% | -26.2% | -16.5% |
| 6M | +1.8% | +66.2% | -64.4% | -24.2% |
| YTD | +75.5% | +16.2% | +59.3% | +54.2% |
| 1Y | +82.4% | +21.8% | +60.6% | +54.6% |
| 3Y | +58.5% | -23.9% | +82.4% | +77.0% |
| 5Y | +0.4% | -23.1% | +23.5% | +11.1% |
| All | +769.3% | +127.7% | +641.6% | +370.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling