+1,196.5%
ENTG vs FFIV
+1,268.5%
-72.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -9.3% | -4.2% | -5.1% | -7.6% |
| 30D | -16.4% | -33.9% | +17.5% | -3.7% |
| 3M | -3.8% | -22.6% | +18.8% | +4.5% |
| 6M | -6.9% | -10.4% | +3.4% | -4.1% |
| YTD | +65.0% | +24.3% | +40.7% | +49.9% |
| 1Y | +61.7% | +31.8% | +29.9% | +44.0% |
| 3Y | +46.6% | +99.5% | -52.9% | +13.3% |
| 5Y | -2.7% | +40.7% | -43.4% | -13.5% |
| 10Y | +743.3% | +126.9% | +616.4% | +533.3% |
| All | +1,196.5% | +1,268.5% | -72.0% | +285.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling