+799.3%
ENTG vs FICO
+544.1%
+255.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.2% | +11.5% | +11.4% |
| 7D | +7.9% | +4.0% | +4.0% | +6.4% |
| 30D | -3.6% | -1.5% | -2.0% | -4.3% |
| 3M | +2.7% | -29.8% | +32.5% | +10.8% |
| 6M | +3.6% | -33.3% | +36.8% | +7.8% |
| YTD | +83.6% | -56.9% | +140.5% | +129.9% |
| 1Y | +84.9% | -59.5% | +144.3% | +139.2% |
| 3Y | +63.2% | -26.9% | +90.1% | +37.1% |
| 5Y | +4.9% | +92.9% | -88.0% | -52.4% |
| 10Y | +799.3% | +539.5% | +259.8% | +63.4% |
| All | +799.3% | +544.1% | +255.2% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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