+770.1%
ENTG vs FFIV
+132.4%
+637.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.2% | +7.2% | +7.9% |
| 7D | -7.6% | -2.1% | -5.5% | -5.8% |
| 30D | -15.5% | -33.8% | +18.3% | +9.7% |
| 3M | -7.8% | -20.6% | +12.8% | +4.3% |
| 6M | -5.9% | -10.2% | +4.3% | -2.5% |
| YTD | +66.7% | +24.5% | +42.3% | +33.3% |
| 1Y | +62.1% | +29.3% | +32.8% | +26.1% |
| 3Y | +56.3% | +103.8% | -47.5% | -13.8% |
| 5Y | -3.8% | +40.9% | -44.7% | -31.8% |
| 10Y | +770.1% | +126.6% | +643.5% | +332.9% |
| All | +770.1% | +132.4% | +637.7% | +332.9% |
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