+65.7%
ENTG vs FLUT
-63.1%
+128.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.3% | -4.1% | -6.8% |
| 7D | -10.3% | +4.2% | -14.5% | -9.8% |
| 30D | -14.4% | +8.0% | -22.4% | -13.4% |
| 3M | -1.1% | -22.1% | +21.0% | -2.7% |
| 6M | +3.0% | -21.7% | +24.7% | +1.8% |
| YTD | +70.1% | -62.0% | +132.1% | +107.4% |
| 1Y | +65.7% | -63.2% | +128.9% | +103.8% |
| All | +65.7% | -63.1% | +128.9% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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