+66.1%
ENTG vs FLUT
-64.2%
+130.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.0% |
| 7D | -9.3% | -1.5% | -7.8% | -9.4% |
| 30D | -16.4% | +3.4% | -19.8% | -15.8% |
| 3M | -3.8% | -12.5% | +8.6% | -4.5% |
| 6M | -6.9% | -18.5% | +11.5% | -8.4% |
| YTD | +65.0% | -61.6% | +126.6% | +109.0% |
| All | +66.1% | -64.2% | +130.3% | +116.6% |
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