+811.7%
ENTG vs FFIV
+239.4%
+572.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.9% | -2.5% | -1.4% |
| 7D | +8.9% | +3.5% | +5.5% | +6.2% |
| 30D | -0.8% | -1.3% | +0.5% | +0.1% |
| 3M | +6.6% | +2.4% | +4.2% | +4.9% |
| 6M | +22.1% | +41.8% | -19.7% | -6.1% |
| YTD | +70.2% | +58.5% | +11.7% | +19.5% |
| 1Y | +76.7% | +24.3% | +52.4% | +47.4% |
| 3Y | +50.5% | +152.0% | -101.6% | -25.1% |
| 5Y | +21.8% | +99.1% | -77.3% | -28.7% |
| 10Y | +811.7% | +242.8% | +569.0% | +283.4% |
| All | +811.7% | +239.4% | +572.3% | +283.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling