-2.7%
ENTG vs FN
+194.7%
-197.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | +1.3% |
| 7D | -9.3% | -4.1% | -5.2% | -7.5% |
| 30D | -16.4% | -28.3% | +12.0% | -2.4% |
| 3M | -3.8% | -33.9% | +30.0% | +15.4% |
| 6M | -6.9% | -43.9% | +37.0% | +19.7% |
| YTD | +65.0% | -23.4% | +88.4% | +78.1% |
| 1Y | +61.7% | -25.4% | +87.1% | +75.0% |
| 3Y | +46.6% | +107.9% | -61.3% | -13.9% |
| 5Y | -2.7% | +195.1% | -197.8% | -58.4% |
| All | -2.7% | +194.7% | -197.4% | -58.4% |
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