+15.3%
ENTG vs XLRE
+8.4%
+6.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.2% |
| 7D | +1.2% | -1.2% | +2.3% | +2.4% |
| 30D | -12.9% | -2.4% | -10.5% | -10.7% |
| 3M | -3.1% | -2.5% | -0.6% | -2.2% |
| 6M | +21.0% | +4.0% | +17.0% | +12.8% |
| YTD | +67.0% | +9.3% | +57.7% | +47.5% |
| 1Y | +68.6% | +5.6% | +63.0% | +54.8% |
| 3Y | +48.6% | +31.3% | +17.4% | +5.6% |
| All | +15.3% | +8.4% | +6.9% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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