+1,295.1%
ENTG vs FTI
+1,779.9%
-484.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -5.8% | -4.7% |
| 7D | +15.2% | +4.3% | +10.9% | +13.1% |
| 30D | -3.6% | -4.7% | +1.0% | -1.2% |
| 3M | -10.0% | -13.5% | +3.6% | -3.7% |
| 6M | +1.8% | -8.7% | +10.5% | +5.5% |
| YTD | +75.5% | +49.0% | +26.5% | +47.2% |
| 1Y | +82.4% | +54.0% | +28.4% | +50.8% |
| 3Y | +58.5% | +211.6% | -153.1% | -5.8% |
| 5Y | +0.4% | +881.9% | -881.5% | -67.0% |
| 10Y | +759.6% | +188.1% | +571.5% | +281.2% |
| All | +1,295.1% | +1,779.9% | -484.7% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling