+72.4%
ENTG vs FIVE
+65.4%
+7.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | +8.9% | +3.7% | +5.3% | +7.0% |
| 30D | -7.2% | +4.0% | -11.2% | -9.4% |
| 3M | +6.4% | +36.2% | -29.8% | -9.5% |
| 6M | +25.7% | +18.0% | +7.7% | +11.1% |
| YTD | +67.9% | +34.9% | +33.0% | +32.3% |
| 1Y | +72.4% | +67.9% | +4.4% | +11.5% |
| All | +72.4% | +65.4% | +7.0% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling