+25.0%
FLEX vs ENTG
+63.3%
-38.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -6.5% | -5.9% | -8.0% |
| 7D | -17.0% | -10.3% | -6.6% | -10.4% |
| 30D | -33.8% | -14.4% | -19.5% | -26.4% |
| 3M | -39.0% | -1.1% | -37.9% | -38.5% |
| 6M | -15.9% | +3.0% | -18.9% | -18.0% |
| YTD | +27.8% | +70.1% | -42.3% | -7.3% |
| 1Y | +25.0% | +65.7% | -40.8% | -7.9% |
| All | +25.0% | +63.3% | -38.4% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 1y: compounded portfolio wealth divided by compounded ENTG 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…
1y analysis · Full analysis span regression · 6 months rolling