+20.1%
ENTG vs FFIV
+92.2%
-72.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.9% |
| 7D | +8.9% | -1.5% | +10.5% | +10.3% |
| 30D | -7.2% | -2.7% | -4.6% | -5.2% |
| 3M | +6.4% | -1.7% | +8.1% | +8.0% |
| 6M | +25.7% | +36.1% | -10.5% | -4.3% |
| YTD | +67.9% | +52.6% | +15.2% | +14.2% |
| 1Y | +72.4% | +21.5% | +50.8% | +42.0% |
| 3Y | +48.4% | +142.7% | -94.2% | -36.2% |
| 5Y | +20.1% | +92.6% | -72.5% | -38.4% |
| All | +20.1% | +92.2% | -72.1% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling