+721.8%
ENTG vs FICO
+512.2%
+209.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -17.1% | -0.9% | -16.2% | -16.8% |
| 30D | -23.0% | +3.3% | -26.3% | -25.5% |
| 3M | -10.2% | -31.7% | +21.5% | -2.3% |
| 6M | -17.8% | -34.0% | +16.2% | -14.6% |
| YTD | +52.4% | -58.3% | +110.7% | +93.1% |
| 1Y | +49.8% | -57.9% | +107.7% | +88.5% |
| 3Y | +42.1% | -24.1% | +66.2% | +15.8% |
| 5Y | -10.2% | +85.3% | -95.5% | -58.6% |
| All | +721.8% | +512.2% | +209.6% | +56.8% |
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