+6.5%
FIX vs ENTG
+45.2%
-38.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.6% | +2.9% | +4.0% |
| 7D | -17.5% | -17.1% | -0.3% | -8.0% |
| 30D | -41.6% | -23.0% | -18.6% | -32.5% |
| 3M | -40.6% | -10.2% | -30.4% | -36.9% |
| 6M | -49.4% | -17.8% | -31.6% | -44.9% |
| YTD | +9.2% | +52.4% | -43.2% | -14.4% |
| 1Y | +6.5% | +49.8% | -43.3% | -15.4% |
| All | +6.5% | +45.2% | -38.7% | -15.4% |
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