+465.8%
ENTG vs FND
+54.9%
+410.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.3% |
| 7D | +5.1% | -5.1% | +10.2% | +7.5% |
| 30D | -8.5% | -22.5% | +14.0% | +2.1% |
| 3M | +6.7% | -5.0% | +11.7% | +8.3% |
| 6M | +17.7% | -21.5% | +39.3% | +28.6% |
| YTD | +63.5% | -23.0% | +86.5% | +79.2% |
| 1Y | +73.6% | -44.9% | +118.5% | +120.0% |
| 3Y | +44.6% | -50.0% | +94.5% | +85.1% |
| 5Y | +16.1% | -63.3% | +79.4% | +61.2% |
| All | +465.8% | +54.9% | +410.9% | +385.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling