+21.5%
ENTG vs FGI
-70.0%
+91.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.1% |
| 7D | -9.3% | -4.1% | -5.2% | -9.2% |
| 30D | -16.4% | -3.4% | -13.0% | -16.3% |
| 3M | -3.8% | +61.8% | -65.6% | -7.1% |
| 6M | -6.9% | +17.0% | -24.0% | -9.5% |
| YTD | +65.0% | +31.4% | +33.6% | +57.4% |
| 1Y | +61.7% | +42.7% | +19.0% | +53.3% |
| 3Y | +46.6% | -0.1% | +46.8% | +39.7% |
| All | +21.5% | -70.0% | +91.6% | +22.3% |
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