+811.7%
ENTG vs FLUT
-10.4%
+822.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.7% | +1.6% |
| 7D | +8.9% | -2.6% | +11.5% | +9.4% |
| 30D | -0.8% | +5.4% | -6.2% | -2.2% |
| 3M | +6.6% | -10.8% | +17.3% | +7.4% |
| 6M | +22.1% | -9.2% | +31.3% | +22.0% |
| YTD | +70.2% | -53.8% | +124.0% | +96.7% |
| 1Y | +76.7% | -66.0% | +142.7% | +118.2% |
| 3Y | +50.5% | -44.7% | +95.1% | +68.0% |
| 5Y | +21.8% | -50.6% | +72.4% | +29.1% |
| 10Y | +811.7% | -10.4% | +822.1% | +902.2% |
| All | +811.7% | -10.4% | +822.1% | +902.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling