+721.8%
ENTG vs FN
+753.0%
-31.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.7% | -9.1% | -3.0% |
| 7D | -17.1% | 0.0% | -17.1% | -17.7% |
| 30D | -23.0% | -34.3% | +11.3% | -6.6% |
| 3M | -10.2% | -39.9% | +29.6% | +12.5% |
| 6M | -17.8% | -51.8% | +34.1% | +13.3% |
| YTD | +52.4% | -28.1% | +80.5% | +69.5% |
| 1Y | +49.8% | -29.1% | +78.9% | +65.8% |
| 3Y | +42.1% | +102.4% | -60.3% | -12.9% |
| 5Y | -10.2% | +171.7% | -181.9% | -54.5% |
| All | +721.8% | +753.0% | -31.2% | +152.9% |
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