+1,040.0%
ENTG vs FTV
+127.5%
+912.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.2% | +11.1% | +11.1% |
| 7D | +7.9% | -0.7% | +8.6% | +9.1% |
| 30D | -3.6% | +18.3% | -21.9% | -16.0% |
| 3M | +2.7% | +10.2% | -7.5% | -5.2% |
| 6M | +3.6% | +12.8% | -9.3% | -6.9% |
| YTD | +83.6% | +23.4% | +60.2% | +50.7% |
| 1Y | +84.9% | +31.4% | +53.4% | +43.8% |
| 3Y | +63.2% | +38.7% | +24.5% | +25.2% |
| 5Y | +4.9% | +18.6% | -13.7% | -9.0% |
| 10Y | +799.3% | +110.1% | +689.2% | +464.8% |
| All | +1,040.0% | +127.5% | +912.6% | +609.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling