+768.2%
ENTG vs FIVE
+475.1%
+293.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | +8.9% | +3.7% | +5.3% | +7.4% |
| 30D | -7.2% | +4.0% | -11.2% | -8.9% |
| 3M | +6.4% | +36.2% | -29.8% | -6.3% |
| 6M | +25.7% | +18.0% | +7.7% | +15.6% |
| YTD | +67.9% | +34.9% | +33.0% | +46.3% |
| 1Y | +72.4% | +67.9% | +4.4% | +38.0% |
| 3Y | +48.4% | +57.3% | -8.9% | +10.8% |
| 5Y | +20.1% | +39.5% | -19.5% | -8.6% |
| 10Y | +768.2% | +496.4% | +271.7% | +329.0% |
| All | +768.2% | +475.1% | +293.1% | +329.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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