+1,342.9%
ENTG vs FFIV
+1,280.1%
+62.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.9% | +10.4% | +11.0% |
| 7D | +7.9% | -2.9% | +10.9% | +9.5% |
| 30D | -3.6% | -32.4% | +28.9% | +10.2% |
| 3M | +2.7% | -22.7% | +25.4% | +11.7% |
| 6M | +3.6% | -10.7% | +14.2% | +6.9% |
| YTD | +83.6% | +25.4% | +58.2% | +66.4% |
| 1Y | +84.9% | +34.2% | +50.7% | +63.6% |
| 3Y | +63.2% | +101.2% | -38.0% | +25.7% |
| 5Y | +4.9% | +42.0% | -37.0% | -7.0% |
| 10Y | +799.3% | +126.7% | +672.6% | +575.4% |
| All | +1,342.9% | +1,280.1% | +62.8% | +328.3% |
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