+764.3%
ENTG vs XME
+426.6%
+337.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.7% | -0.2% | -1.3% |
| 7D | +5.1% | -3.0% | +8.2% | +7.5% |
| 30D | -8.5% | -2.6% | -5.9% | -6.9% |
| 3M | +6.7% | +2.2% | +4.5% | +6.0% |
| 6M | +17.7% | +0.7% | +17.0% | +18.7% |
| YTD | +63.5% | +10.9% | +52.6% | +53.7% |
| 1Y | +73.6% | +35.7% | +37.9% | +42.1% |
| 3Y | +44.6% | +127.1% | -82.6% | -14.9% |
| 5Y | +16.1% | +168.5% | -152.4% | -38.4% |
| All | +764.3% | +426.6% | +337.7% | +200.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling