+61.7%
ENTG vs FDS
+26.7%
+35.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.2% |
| 7D | -9.3% | -2.0% | -7.3% | -10.0% |
| 30D | -16.4% | +13.5% | -29.9% | -11.0% |
| 3M | -3.8% | +15.2% | -19.0% | +4.2% |
| 6M | -6.9% | +47.0% | -54.0% | +12.7% |
| YTD | +65.0% | +13.9% | +51.1% | +99.5% |
| 1Y | +61.7% | +25.2% | +36.5% | +100.2% |
| All | +61.7% | +26.7% | +35.0% | +100.2% |
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