+68.6%
ENTG vs FIGR
-3.1%
+71.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.8% | +3.1% |
| 7D | +1.2% | -3.0% | +4.2% | +1.8% |
| 30D | -12.9% | +13.7% | -26.5% | -15.9% |
| 3M | -3.1% | +23.9% | -26.9% | -8.5% |
| 6M | +21.0% | -8.4% | +29.4% | +19.6% |
| YTD | +67.0% | -14.6% | +81.6% | +61.8% |
| 1Y | +68.6% | +12.1% | +56.5% | +57.6% |
| All | +68.6% | -3.1% | +71.8% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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