+1,342.9%
ENTG vs FDS
+1,976.5%
-633.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.7% | +8.6% | +9.9% |
| 7D | +7.9% | -2.1% | +10.1% | +9.2% |
| 30D | -3.6% | +16.0% | -19.6% | -12.0% |
| 3M | +2.7% | +18.8% | -16.1% | -9.4% |
| 6M | +3.6% | +54.1% | -50.5% | -26.3% |
| YTD | +83.6% | +17.0% | +66.6% | +47.2% |
| 1Y | +84.9% | +25.5% | +59.3% | +41.1% |
| 3Y | +63.2% | -23.3% | +86.5% | +63.5% |
| 5Y | +4.9% | -22.6% | +27.5% | +5.0% |
| 10Y | +799.3% | +130.2% | +669.1% | +349.5% |
| All | +1,342.9% | +1,976.5% | -633.6% | +114.3% |
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