+61.7%
ENTG vs FGI
+45.2%
+16.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.1% |
| 7D | -9.3% | -4.1% | -5.2% | -9.1% |
| 30D | -16.4% | -3.4% | -13.0% | -16.3% |
| 3M | -3.8% | +61.8% | -65.6% | -7.8% |
| 6M | -6.9% | +17.0% | -24.0% | -9.7% |
| YTD | +65.0% | +31.4% | +33.6% | +54.2% |
| 1Y | +61.7% | +42.7% | +19.0% | +51.7% |
| All | +61.7% | +45.2% | +16.5% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling