+1,212.2%
ENTG vs FTI
+2,165.1%
-952.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.3% |
| 7D | +2.8% | +5.3% | -2.4% | +0.5% |
| 30D | -4.7% | +15.3% | -20.0% | -10.6% |
| 3M | -0.7% | +15.8% | -16.5% | -7.3% |
| 6M | +7.7% | +22.6% | -14.9% | -2.2% |
| YTD | +65.1% | +79.5% | -14.5% | +27.3% |
| 1Y | +74.8% | +102.0% | -27.2% | +27.1% |
| 3Y | +36.9% | +315.8% | -278.9% | -29.0% |
| 5Y | +16.1% | +1,129.5% | -1,113.4% | -65.9% |
| 10Y | +740.3% | +320.9% | +419.4% | +205.8% |
| All | +1,212.2% | +2,165.1% | -952.9% | +56.7% |
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