+16.2%
ENTG vs FN
+289.0%
-272.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.1% | +3.0% | +4.7% |
| 7D | +2.8% | -1.7% | +4.5% | +3.7% |
| 30D | -4.7% | -22.0% | +17.3% | +6.5% |
| 3M | -0.7% | -43.0% | +42.3% | +28.4% |
| 6M | +7.7% | -27.7% | +35.5% | +22.0% |
| YTD | +65.1% | -10.5% | +75.6% | +67.2% |
| 1Y | +74.8% | +12.5% | +62.3% | +57.3% |
| 3Y | +36.9% | +153.8% | -116.9% | -24.9% |
| All | +16.2% | +289.0% | -272.8% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling