+49.9%
ENTG vs FRMI
-78.1%
+128.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.1% | +1.9% |
| 7D | +1.2% | +7.4% | -6.2% | +0.1% |
| 30D | -12.9% | -27.6% | +14.8% | -9.5% |
| 3M | -3.1% | -20.9% | +17.8% | -1.0% |
| 6M | +21.0% | -36.6% | +57.6% | +24.8% |
| YTD | +67.0% | -31.3% | +98.3% | +71.4% |
| All | +49.9% | -78.1% | +128.0% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling