+20.1%
ENTG vs FITB
+71.1%
-51.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +2.2% |
| 7D | +8.9% | +2.8% | +6.1% | +6.8% |
| 30D | -7.2% | -4.5% | -2.7% | -4.1% |
| 3M | +6.4% | +5.7% | +0.8% | +1.9% |
| 6M | +25.7% | +17.1% | +8.6% | +11.9% |
| YTD | +67.9% | +18.3% | +49.5% | +48.0% |
| 1Y | +72.4% | +23.9% | +48.5% | +47.2% |
| 3Y | +48.4% | +131.1% | -82.7% | -15.2% |
| 5Y | +20.1% | +71.1% | -51.0% | -9.6% |
| All | +20.1% | +71.1% | -51.1% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling