+743.3%
ENTG vs FDS
+127.5%
+615.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | -9.3% | -2.0% | -7.3% | -8.8% |
| 30D | -16.4% | +13.5% | -29.9% | -20.9% |
| 3M | -3.8% | +15.2% | -19.0% | -10.7% |
| 6M | -6.9% | +47.0% | -54.0% | -26.6% |
| YTD | +65.0% | +13.9% | +51.1% | +45.8% |
| 1Y | +61.7% | +25.2% | +36.5% | +33.6% |
| 3Y | +46.6% | -25.3% | +72.0% | +64.6% |
| 5Y | -2.7% | -23.3% | +20.6% | +7.3% |
| 10Y | +743.3% | +126.0% | +617.3% | +356.0% |
| All | +743.3% | +127.5% | +615.8% | +356.0% |
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 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