+769.3%
ENTG vs FLUT
-26.8%
+796.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.6% |
| 7D | +15.2% | -0.7% | +15.9% | +15.4% |
| 30D | -3.6% | +9.3% | -12.9% | -5.5% |
| 3M | -10.0% | -17.5% | +7.5% | -7.6% |
| 6M | +1.8% | -14.6% | +16.4% | +2.0% |
| YTD | +75.5% | -62.3% | +137.8% | +109.4% |
| 1Y | +82.4% | -59.6% | +142.0% | +114.3% |
| 3Y | +58.5% | -45.3% | +103.8% | +77.8% |
| 5Y | +0.4% | -50.4% | +50.8% | +8.7% |
| All | +769.3% | -26.8% | +796.1% | +888.4% |
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