+309.0%
ENTG vs FOXA
+92.4%
+216.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.7% |
| 7D | +1.2% | +0.8% | +0.4% | +0.8% |
| 30D | -12.9% | +5.0% | -17.9% | -14.9% |
| 3M | -3.1% | -3.0% | 0.0% | -4.1% |
| 6M | +21.0% | +14.8% | +6.2% | +10.3% |
| YTD | +67.0% | -8.9% | +75.9% | +68.4% |
| 1Y | +68.6% | +13.3% | +55.3% | +52.4% |
| 3Y | +48.6% | +115.4% | -66.8% | +0.9% |
| 5Y | +18.6% | +95.3% | -76.7% | -16.6% |
| All | +309.0% | +92.4% | +216.6% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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