+1,492.4%
ENTG vs XME
+170.7%
+1,321.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -2.7% |
| 7D | +15.2% | +0.3% | +14.9% | +15.2% |
| 30D | -3.6% | -6.1% | +2.5% | +1.8% |
| 3M | -10.0% | -18.6% | +8.7% | +5.0% |
| 6M | +1.8% | -23.9% | +25.7% | +25.8% |
| YTD | +75.5% | -9.3% | +84.8% | +92.3% |
| 1Y | +82.4% | +1.8% | +80.6% | +85.0% |
| 3Y | +58.5% | +93.0% | -34.5% | +6.0% |
| 5Y | +0.4% | +107.0% | -106.6% | -36.4% |
| 10Y | +759.6% | +266.9% | +492.7% | +236.8% |
| All | +1,492.4% | +170.7% | +1,321.7% | +497.5% |
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