+782.9%
ENTG vs FTV
+80.7%
+702.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.8% | +1.9% |
| 7D | +1.2% | -4.0% | +5.1% | +4.6% |
| 30D | -12.9% | -11.0% | -1.8% | -3.9% |
| 3M | -3.1% | -8.4% | +5.3% | +3.6% |
| 6M | +21.0% | -2.6% | +23.6% | +23.0% |
| YTD | +67.0% | -0.6% | +67.6% | +63.8% |
| 1Y | +68.6% | +11.0% | +57.7% | +50.3% |
| 3Y | +48.6% | -6.3% | +55.0% | +56.2% |
| 5Y | +18.6% | -1.5% | +20.2% | +20.4% |
| All | +782.9% | +80.7% | +702.2% | +553.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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