+1,197.2%
ENTG vs FDS
+1,772.4%
-575.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.5% | +9.7% | +8.0% |
| 7D | +2.8% | -1.9% | +4.7% | +3.7% |
| 30D | -4.7% | +9.0% | -13.7% | -9.7% |
| 3M | -0.7% | +18.9% | -19.6% | -14.8% |
| 6M | +7.7% | +35.1% | -27.4% | -17.3% |
| YTD | +65.1% | +5.5% | +59.6% | +43.5% |
| 1Y | +74.8% | -16.8% | +91.6% | +71.3% |
| 3Y | +36.9% | -28.1% | +65.0% | +45.2% |
| 5Y | +16.1% | -17.4% | +33.5% | +13.5% |
| 10Y | +740.3% | +85.4% | +654.9% | +385.9% |
| All | +1,197.2% | +1,772.4% | -575.2% | +108.9% |
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