-11.8%
ENTG vs FLUT
-50.5%
+38.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.0% |
| 7D | -17.1% | -1.1% | -16.0% | -17.0% |
| 30D | -23.0% | +7.7% | -30.7% | -25.1% |
| 3M | -10.2% | -12.2% | +1.9% | -8.4% |
| 6M | -17.8% | -17.6% | -0.2% | -16.9% |
| YTD | +52.4% | -62.0% | +114.4% | +102.7% |
| 1Y | +49.8% | -62.3% | +112.1% | +98.9% |
| 3Y | +42.1% | -52.0% | +94.1% | +72.7% |
| All | -11.8% | -50.5% | +38.7% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling