+1,397.7%
ENTG vs XME
+242.3%
+1,155.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +5.9% | +6.0% |
| 7D | +2.8% | -0.1% | +2.9% | +2.9% |
| 30D | -4.7% | +6.0% | -10.7% | -8.5% |
| 3M | -0.7% | -7.7% | +7.0% | +6.1% |
| 6M | +7.7% | +1.0% | +6.8% | +8.6% |
| YTD | +65.1% | +14.6% | +50.4% | +52.0% |
| 1Y | +74.8% | +46.0% | +28.8% | +36.5% |
| 3Y | +36.9% | +127.0% | -90.1% | -19.4% |
| 5Y | +16.1% | +175.8% | -159.7% | -40.7% |
| 10Y | +740.3% | +414.6% | +325.7% | +155.9% |
| All | +1,397.7% | +242.3% | +1,155.4% | +372.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling