+769.3%
ENTG vs FTV
+109.2%
+660.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.9% |
| 7D | +15.2% | +3.9% | +11.3% | +11.7% |
| 30D | -3.6% | +18.7% | -22.3% | -16.6% |
| 3M | -10.0% | +10.0% | -20.0% | -16.9% |
| 6M | +1.8% | +14.6% | -12.8% | -9.8% |
| YTD | +75.5% | +23.4% | +52.1% | +43.3% |
| 1Y | +82.4% | +31.3% | +51.1% | +41.2% |
| 3Y | +58.5% | +39.8% | +18.7% | +19.9% |
| 5Y | +0.4% | +17.7% | -17.3% | -12.9% |
| All | +769.3% | +109.2% | +660.1% | +381.7% |
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