+770.1%
ENTG vs FN
+837.6%
-67.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +11.9% | -2.4% | +3.7% |
| 7D | -7.6% | +16.3% | -23.9% | -14.7% |
| 30D | -15.5% | -24.7% | +9.3% | -3.9% |
| 3M | -7.8% | -34.9% | +27.1% | +11.1% |
| 6M | -5.9% | -41.1% | +35.2% | +18.0% |
| YTD | +66.7% | -19.6% | +86.4% | +75.8% |
| 1Y | +62.1% | -18.5% | +80.6% | +68.1% |
| 3Y | +56.3% | +119.1% | -62.9% | -7.8% |
| 5Y | -3.8% | +206.9% | -210.8% | -54.1% |
| 10Y | +770.1% | +826.4% | -56.4% | +153.6% |
| All | +770.1% | +837.6% | -67.5% | +153.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling