+708.1%
ENTG vs XRT
+146.0%
+562.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | -9.3% | +4.1% | -13.4% | -12.5% |
| 30D | -16.4% | +9.9% | -26.3% | -23.8% |
| 3M | -3.8% | +2.3% | -6.1% | -7.3% |
| 6M | -6.9% | +9.6% | -16.5% | -15.9% |
| YTD | +65.0% | +9.1% | +55.8% | +50.2% |
| 1Y | +61.7% | +16.2% | +45.5% | +39.6% |
| 3Y | +46.6% | +60.1% | -13.4% | -0.2% |
| 5Y | -2.7% | -0.5% | -2.2% | -5.0% |
| All | +708.1% | +146.0% | +562.0% | +266.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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