+769.3%
ENTG vs FTI
+189.4%
+579.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -5.8% | -4.4% |
| 7D | +15.2% | +4.3% | +10.9% | +13.7% |
| 30D | -3.6% | -4.7% | +1.0% | -2.0% |
| 3M | -10.0% | -13.5% | +3.6% | -5.7% |
| 6M | +1.8% | -8.7% | +10.5% | +4.5% |
| YTD | +75.5% | +49.0% | +26.5% | +56.5% |
| 1Y | +82.4% | +54.0% | +28.4% | +61.1% |
| 3Y | +58.5% | +211.6% | -153.1% | +14.0% |
| 5Y | +0.4% | +881.9% | -881.5% | -48.4% |
| All | +769.3% | +189.4% | +579.9% | +445.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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