+76.7%
ENTG vs XRT
-2.7%
+79.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +3.1% |
| 7D | +8.9% | -2.4% | +11.3% | +11.7% |
| 30D | -0.8% | -6.9% | +6.1% | +6.9% |
| 3M | +6.6% | -0.4% | +7.0% | +3.7% |
| 6M | +22.1% | +2.2% | +19.8% | +14.3% |
| YTD | +70.2% | -0.7% | +70.9% | +65.4% |
| 1Y | +76.7% | -2.0% | +78.7% | +76.0% |
| All | +76.7% | -2.7% | +79.4% | +76.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling