+56.3%
ENTG vs FDS
-24.3%
+80.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.4% | +9.8% | +9.4% |
| 7D | -7.6% | -5.0% | -2.6% | -8.2% |
| 30D | -15.5% | +13.8% | -29.2% | -13.9% |
| 3M | -7.8% | +14.8% | -22.7% | -5.6% |
| 6M | -5.9% | +47.4% | -53.3% | -3.7% |
| YTD | +66.7% | +14.2% | +52.6% | +84.4% |
| 1Y | +62.1% | +26.6% | +35.4% | +70.9% |
| 3Y | +56.3% | -24.4% | +80.7% | +100.4% |
| All | +56.3% | -24.3% | +80.6% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling