+21.8%
ENTG vs FLR
+245.1%
-223.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.5% | +2.9% |
| 7D | +8.9% | -3.1% | +12.1% | +10.4% |
| 30D | -0.8% | +4.9% | -5.8% | -3.4% |
| 3M | +6.6% | +10.8% | -4.3% | +1.8% |
| 6M | +22.1% | +19.7% | +2.4% | +12.0% |
| YTD | +70.2% | +38.4% | +31.8% | +46.5% |
| 1Y | +76.7% | +34.7% | +42.0% | +54.1% |
| 3Y | +50.5% | +56.7% | -6.2% | +16.3% |
| 5Y | +21.8% | +241.6% | -219.8% | -20.2% |
| All | +21.8% | +245.1% | -223.3% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 5y: compounded portfolio wealth divided by compounded FLR 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…
5y analysis · Full analysis span regression · 6 months rolling