+48.4%
ENTG vs FLUT
-42.5%
+90.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +8.9% | +3.8% | +5.1% | +7.9% |
| 30D | -7.2% | +6.3% | -13.5% | -9.1% |
| 3M | +6.4% | -4.0% | +10.5% | +5.2% |
| 6M | +25.7% | -10.3% | +36.0% | +26.3% |
| YTD | +67.9% | -53.2% | +121.0% | +119.3% |
| 1Y | +72.4% | -65.0% | +137.4% | +154.2% |
| 3Y | +48.4% | -43.9% | +92.3% | +78.3% |
| All | +48.4% | -42.5% | +90.9% | +78.3% |
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