+1,197.2%
ENTG vs FE
+508.9%
+688.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.7% | +6.4% |
| 7D | +2.8% | +1.9% | +0.9% | +1.9% |
| 30D | -4.7% | -1.2% | -3.5% | -4.2% |
| 3M | -0.7% | +3.5% | -4.2% | -3.1% |
| 6M | +7.7% | -6.1% | +13.8% | +9.8% |
| YTD | +65.1% | +7.6% | +57.5% | +57.8% |
| 1Y | +74.8% | +11.9% | +62.9% | +63.4% |
| 3Y | +36.9% | +48.4% | -11.5% | +8.6% |
| 5Y | +16.1% | +44.8% | -28.7% | -7.5% |
| 10Y | +740.3% | +115.9% | +624.5% | +401.4% |
| All | +1,197.2% | +508.9% | +688.3% | +491.5% |
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