-23.6%
FPS vs ENTG
+37.6%
-61.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.7% | -9.2% | -9.3% |
| 7D | +21.6% | +22.8% | -1.2% | +3.9% |
| 30D | -38.8% | -4.9% | -33.9% | -34.5% |
| 3M | -42.1% | -4.8% | -37.3% | -38.2% |
| 6M | -48.5% | +5.6% | -54.1% | -50.5% |
| All | -23.6% | +37.6% | -61.2% | -42.0% |
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