+22.8%
ENTG vs FGI
-70.0%
+92.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.9% | +7.5% | +9.4% |
| 7D | -7.6% | -1.4% | -6.2% | -7.5% |
| 30D | -15.5% | -3.2% | -12.2% | -15.4% |
| 3M | -7.8% | +64.1% | -72.0% | -11.0% |
| 6M | -5.9% | +17.2% | -23.1% | -8.5% |
| YTD | +66.7% | +31.6% | +35.2% | +59.1% |
| 1Y | +62.1% | +45.1% | +17.0% | +53.7% |
| 3Y | +56.3% | -2.0% | +58.2% | +49.2% |
| All | +22.8% | -70.0% | +92.8% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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