+65.7%
ENTG vs FN
-25.7%
+91.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.0% | -0.5% | -3.4% |
| 7D | -10.3% | -7.0% | -3.3% | -7.5% |
| 30D | -14.4% | -24.7% | +10.4% | -1.7% |
| 3M | -1.1% | -35.7% | +34.6% | +21.7% |
| 6M | +3.0% | -52.4% | +55.4% | +41.5% |
| YTD | +70.1% | -25.0% | +95.1% | +91.3% |
| 1Y | +65.7% | -25.7% | +91.4% | +85.7% |
| All | +65.7% | -25.7% | +91.5% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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