+65.8%
ENTG vs FITB
+143.6%
-77.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.4% | +10.9% | +11.0% |
| 7D | +7.9% | -0.6% | +8.5% | +8.8% |
| 30D | -3.6% | +7.0% | -10.6% | -8.7% |
| 3M | +2.7% | -4.8% | +7.5% | +6.8% |
| 6M | +3.6% | +13.5% | -10.0% | -8.0% |
| YTD | +83.6% | +19.1% | +64.5% | +55.7% |
| 1Y | +84.9% | +30.8% | +54.1% | +44.8% |
| All | +65.8% | +143.6% | -77.7% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 3y: compounded portfolio wealth divided by compounded FITB 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…
3y analysis · Full analysis span regression · 6 months rolling