+981.0%
ENTG vs XLRE
+109.5%
+871.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +2.3% |
| 7D | +8.9% | -0.7% | +9.7% | +9.5% |
| 30D | -0.8% | -2.2% | +1.4% | +1.0% |
| 3M | +6.6% | -2.6% | +9.2% | +7.5% |
| 6M | +22.1% | +2.6% | +19.5% | +17.3% |
| YTD | +70.2% | +9.3% | +60.9% | +55.1% |
| 1Y | +76.7% | +7.2% | +69.5% | +63.8% |
| 3Y | +50.5% | +31.3% | +19.2% | +17.9% |
| 5Y | +21.8% | +8.1% | +13.7% | +13.3% |
| 10Y | +811.7% | +88.9% | +722.8% | +494.3% |
| All | +981.0% | +109.5% | +871.6% | +600.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling