+65.7%
ENTG vs FFIV
+33.5%
+32.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.0% | -6.3% |
| 7D | -10.3% | -9.8% | -0.5% | -6.5% |
| 30D | -14.4% | -28.1% | +13.7% | -3.5% |
| 3M | -1.1% | -20.0% | +18.9% | +4.0% |
| 6M | +3.0% | -0.1% | +3.0% | -2.0% |
| YTD | +70.1% | +29.2% | +40.9% | +33.7% |
| 1Y | +65.7% | +36.6% | +29.1% | +22.0% |
| All | +65.7% | +33.5% | +32.2% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling