+48.4%
ENTG vs FDS
-30.4%
+78.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +1.3% |
| 7D | +8.9% | -5.4% | +14.3% | +8.5% |
| 30D | -7.2% | +1.6% | -8.8% | -7.0% |
| 3M | +6.4% | +17.7% | -11.3% | +8.3% |
| 6M | +25.7% | +29.1% | -3.4% | +24.9% |
| YTD | +67.9% | +1.0% | +66.9% | +81.2% |
| 1Y | +72.4% | -21.6% | +94.0% | +111.0% |
| 3Y | +48.4% | -30.1% | +78.5% | +79.7% |
| All | +48.4% | -30.4% | +78.9% | +79.7% |
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