+2,972.5%
ENTG vs FN
+2,575.5%
+396.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -14.2% | +1.6% | -7.2% |
| 7D | -22.0% | -16.0% | -6.1% | -16.9% |
| 30D | -25.2% | -40.1% | +14.9% | -9.1% |
| 3M | -14.2% | -43.9% | +29.7% | +6.2% |
| 6M | -16.3% | -55.6% | +39.3% | +12.9% |
| YTD | +48.5% | -35.7% | +84.2% | +71.4% |
| 1Y | +41.4% | -39.8% | +81.2% | +65.9% |
| 3Y | +36.7% | +80.3% | -43.6% | +2.1% |
| 5Y | -12.5% | +143.3% | -155.8% | -42.4% |
| 10Y | +734.4% | +682.3% | +52.1% | +275.0% |
| All | +2,972.5% | +2,575.5% | +396.9% | +938.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling