+811.7%
ENTG vs FDS
+72.8%
+738.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +2.7% |
| 7D | +8.9% | -8.8% | +17.7% | +12.5% |
| 30D | -0.8% | -1.4% | +0.6% | -1.0% |
| 3M | +6.6% | +13.9% | -7.3% | -3.2% |
| 6M | +22.1% | +27.4% | -5.3% | +1.2% |
| YTD | +70.2% | -2.5% | +72.6% | +61.7% |
| 1Y | +76.7% | -23.8% | +100.5% | +92.2% |
| 3Y | +50.5% | -32.5% | +83.0% | +74.8% |
| 5Y | +21.8% | -23.2% | +45.0% | +30.7% |
| 10Y | +811.7% | +76.4% | +735.3% | +462.6% |
| All | +811.7% | +72.8% | +738.9% | +462.6% |
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