+51.5%
ENTG vs FTV
-3.3%
+54.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.6% |
| 7D | +8.9% | -1.3% | +10.2% | +10.1% |
| 30D | -0.8% | -9.5% | +8.7% | +9.1% |
| 3M | +6.6% | -10.9% | +17.5% | +18.1% |
| 6M | +22.1% | -0.6% | +22.7% | +21.3% |
| YTD | +70.2% | +1.4% | +68.8% | +61.0% |
| 1Y | +76.7% | +17.6% | +59.1% | +39.7% |
| All | +51.5% | -3.3% | +54.7% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling