+21.8%
ENTG vs FTI
+1,177.2%
-1,155.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +8.9% | -2.3% | +11.3% | +9.8% |
| 30D | -0.8% | +5.0% | -5.8% | -2.5% |
| 3M | +6.6% | +13.8% | -7.3% | +1.0% |
| 6M | +22.1% | +22.9% | -0.8% | +12.4% |
| YTD | +70.2% | +75.0% | -4.8% | +38.4% |
| 1Y | +76.7% | +96.9% | -20.2% | +37.2% |
| 3Y | +50.5% | +276.7% | -226.3% | -6.4% |
| 5Y | +21.8% | +1,157.0% | -1,135.2% | -49.5% |
| All | +21.8% | +1,177.2% | -1,155.4% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling