+3,314.8%
ENTG vs FN
+3,620.5%
-305.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.1% | +3.0% | +5.0% |
| 7D | +2.8% | -1.7% | +4.5% | +3.5% |
| 30D | -4.7% | -22.0% | +17.3% | +4.3% |
| 3M | -0.7% | -43.0% | +42.3% | +22.8% |
| 6M | +7.7% | -27.7% | +35.5% | +19.9% |
| YTD | +65.1% | -10.5% | +75.6% | +68.4% |
| 1Y | +74.8% | +12.5% | +62.3% | +62.8% |
| 3Y | +36.9% | +153.8% | -116.9% | -10.1% |
| 5Y | +16.1% | +288.0% | -271.9% | -35.6% |
| 10Y | +740.3% | +906.4% | -166.1% | +239.0% |
| All | +3,314.8% | +3,620.5% | -305.8% | +920.3% |
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