+1,973.2%
ENTG vs FLUT
+2,054.3%
-81.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.3% | +6.3% |
| 7D | +2.8% | -1.6% | +4.5% | +3.0% |
| 30D | -4.7% | +7.7% | -12.4% | -5.5% |
| 3M | -0.7% | -0.7% | 0.0% | -1.4% |
| 6M | +7.7% | -11.2% | +18.9% | +8.0% |
| YTD | +65.1% | -53.4% | +118.5% | +75.7% |
| 1Y | +74.8% | -65.8% | +140.6% | +91.5% |
| 3Y | +36.9% | -44.9% | +81.8% | +44.0% |
| 5Y | +16.1% | -49.7% | +65.8% | +20.2% |
| 10Y | +740.3% | -9.7% | +750.1% | +754.8% |
| All | +1,973.2% | +2,054.3% | -81.0% | +2,106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling