+42.1%
ENTG vs FLUT
-52.0%
+94.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.9% |
| 7D | -17.1% | -1.1% | -16.0% | -17.0% |
| 30D | -23.0% | +7.7% | -30.7% | -24.8% |
| 3M | -10.2% | -12.2% | +1.9% | -8.6% |
| 6M | -17.8% | -17.6% | -0.2% | -17.5% |
| YTD | +52.4% | -62.0% | +114.4% | +113.4% |
| 1Y | +49.8% | -62.3% | +112.1% | +108.8% |
| 3Y | +42.1% | -52.0% | +94.1% | +86.3% |
| All | +42.1% | -52.0% | +94.1% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling