+122.9%
FIX vs ENTG
+76.2%
+46.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.2% | -4.2% | -1.1% |
| 7D | +6.0% | +2.8% | +3.2% | +4.4% |
| 30D | -7.2% | -4.7% | -2.6% | -5.4% |
| 3M | -15.9% | -0.7% | -15.1% | -17.0% |
| 6M | +12.7% | +7.7% | +5.0% | +5.3% |
| YTD | +72.8% | +65.1% | +7.7% | +35.3% |
| 1Y | +122.9% | +74.8% | +48.1% | +76.4% |
| All | +122.9% | +76.2% | +46.7% | +76.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling