+82.4%
ENTG vs FN
-25.5%
+107.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.3% | +3.5% | +0.2% |
| 7D | +15.2% | +0.3% | +14.9% | +15.1% |
| 30D | -3.6% | -16.5% | +12.9% | +5.6% |
| 3M | -10.0% | -42.1% | +32.2% | +17.2% |
| 6M | +1.8% | -52.9% | +54.7% | +42.2% |
| YTD | +75.5% | -28.0% | +103.5% | +102.0% |
| 1Y | +82.4% | -18.5% | +100.9% | +99.2% |
| All | +82.4% | -25.5% | +107.9% | +99.2% |
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