+63.4%
ENTG vs FFIV
+28.8%
+34.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.2% | +7.2% | +8.4% |
| 7D | -7.6% | -2.1% | -5.5% | -6.4% |
| 30D | -15.5% | -33.8% | +18.3% | 0.0% |
| 3M | -7.8% | -20.6% | +12.8% | -2.8% |
| 6M | -5.9% | -10.2% | +4.3% | -5.4% |
| YTD | +66.7% | +24.5% | +42.3% | +32.9% |
| All | +63.4% | +28.8% | +34.6% | +20.8% |
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