+1,210.4%
ENTG vs FDS
+1,925.9%
-715.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.4% | +9.8% | +9.6% |
| 7D | -7.6% | -5.0% | -2.6% | -5.4% |
| 30D | -15.5% | +13.8% | -29.2% | -22.2% |
| 3M | -7.8% | +14.8% | -22.7% | -17.4% |
| 6M | -5.9% | +47.4% | -53.3% | -31.5% |
| YTD | +66.7% | +14.2% | +52.6% | +35.3% |
| 1Y | +62.1% | +26.6% | +35.4% | +22.6% |
| 3Y | +56.3% | -24.4% | +80.7% | +57.5% |
| 5Y | -3.8% | -22.6% | +18.8% | -4.1% |
| 10Y | +770.1% | +130.0% | +640.1% | +333.9% |
| All | +1,210.4% | +1,925.9% | -715.5% | +96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling