+73.6%
ENTG vs FTI
+89.8%
-16.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.1% | -2.7% |
| 7D | +5.1% | -5.6% | +10.7% | +7.8% |
| 30D | -8.5% | +0.4% | -8.9% | -8.5% |
| 3M | +6.7% | +8.1% | -1.4% | +2.9% |
| 6M | +17.7% | +16.7% | +1.0% | +7.7% |
| YTD | +63.5% | +70.0% | -6.5% | +31.4% |
| 1Y | +73.6% | +85.4% | -11.9% | +28.4% |
| All | +73.6% | +89.8% | -16.2% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling