+1,813.7%
ENTG vs FLUT
+1,658.1%
+155.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.7% |
| 7D | -17.1% | -1.1% | -16.0% | -17.1% |
| 30D | -23.0% | +7.7% | -30.7% | -23.6% |
| 3M | -10.2% | -12.2% | +1.9% | -9.6% |
| 6M | -17.8% | -17.6% | -0.2% | -17.3% |
| YTD | +52.4% | -62.0% | +114.4% | +64.6% |
| 1Y | +49.8% | -62.3% | +112.1% | +61.9% |
| 3Y | +42.1% | -52.0% | +94.1% | +51.2% |
| 5Y | -10.2% | -51.8% | +41.5% | -6.1% |
| 10Y | +756.0% | -26.3% | +782.3% | +783.6% |
| All | +1,813.7% | +1,658.1% | +155.6% | +1,966.5% |
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