+1,097.4%
ENTG vs FE
+504.5%
+593.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.2% |
| 7D | -17.1% | -1.0% | -16.1% | -16.7% |
| 30D | -23.0% | +4.1% | -27.2% | -24.7% |
| 3M | -10.2% | -1.0% | -9.2% | -10.2% |
| 6M | -17.8% | +4.0% | -21.8% | -20.3% |
| YTD | +52.4% | +6.8% | +45.5% | +45.6% |
| 1Y | +49.8% | +5.3% | +44.5% | +43.8% |
| 3Y | +42.1% | +44.6% | -2.4% | +14.0% |
| 5Y | -10.2% | +44.2% | -54.4% | -28.6% |
| 10Y | +756.0% | +107.3% | +648.7% | +420.9% |
| All | +1,097.4% | +504.5% | +593.0% | +445.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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