+11.4%
FPS vs ENTG
+26.6%
-15.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.0% |
| 7D | +10.4% | +8.9% | +1.4% | +4.3% |
| 30D | -16.5% | -7.2% | -9.3% | -12.9% |
| 3M | -45.5% | +6.4% | -51.9% | -49.4% |
| 6M | +2.1% | +25.7% | -23.6% | -19.7% |
| All | +11.4% | +26.6% | -15.2% | -14.0% |
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