+304.2%
ENTG vs FOXA
+90.8%
+213.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.4% | +9.5% | +7.4% |
| 7D | +2.8% | -4.0% | +6.8% | +4.3% |
| 30D | -4.7% | +12.0% | -16.7% | -9.2% |
| 3M | -0.7% | +0.3% | -1.0% | -3.3% |
| 6M | +7.7% | +12.5% | -4.8% | -1.1% |
| YTD | +65.1% | -9.6% | +74.7% | +67.1% |
| 1Y | +74.8% | +8.6% | +66.2% | +61.1% |
| 3Y | +36.9% | +118.5% | -81.6% | -7.7% |
| 5Y | +16.1% | +88.8% | -72.6% | -17.4% |
| All | +304.2% | +90.8% | +213.4% | +148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling