-80.8%
FIG vs ENTG
+76.1%
-156.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.5% |
| 7D | -12.2% | +5.1% | -17.3% | -12.1% |
| 30D | -11.0% | -8.5% | -2.4% | -11.1% |
| 3M | +11.9% | +6.7% | +5.2% | +7.7% |
| 6M | -21.9% | +17.7% | -39.6% | -30.1% |
| YTD | -40.8% | +63.5% | -104.2% | -55.8% |
| 1Y | -56.6% | +73.6% | -130.2% | -68.5% |
| All | -80.8% | +76.1% | -156.9% | -86.1% |
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