+8.1%
FPS vs ENTG
+24.5%
-16.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.2% | -3.7% | -1.5% |
| 7D | +3.1% | +2.8% | +0.3% | +1.2% |
| 30D | -18.6% | -4.7% | -13.9% | -16.6% |
| 3M | -51.5% | -0.7% | -50.7% | -52.9% |
| 6M | -8.5% | +7.7% | -16.2% | -20.4% |
| All | +8.1% | +24.5% | -16.4% | -15.6% |
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