+575.3%
FAST vs ENTG
+737.3%
-161.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.4% |
| 7D | +2.1% | -17.1% | +19.2% | +5.9% |
| 30D | +6.9% | -23.0% | +29.9% | +12.0% |
| 3M | +4.8% | -10.2% | +15.1% | +5.5% |
| 6M | +19.8% | -17.8% | +37.5% | +19.9% |
| YTD | +34.9% | +52.4% | -17.5% | +14.3% |
| 1Y | +32.8% | +49.8% | -17.0% | +12.5% |
| 3Y | +93.7% | +42.1% | +51.6% | +54.7% |
| 5Y | +105.3% | -10.2% | +115.5% | +76.6% |
| All | +575.3% | +737.3% | -161.9% | +191.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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