+20.1%
ENTG vs XRT
-1.7%
+21.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +4.0% |
| 7D | +8.9% | -0.3% | +9.2% | +9.2% |
| 30D | -7.2% | -5.6% | -1.6% | -1.7% |
| 3M | +6.4% | +2.5% | +3.9% | +2.1% |
| 6M | +25.7% | +3.7% | +22.0% | +19.4% |
| YTD | +67.9% | +1.0% | +66.9% | +64.6% |
| 1Y | +72.4% | -1.2% | +73.6% | +74.3% |
| 3Y | +48.4% | +43.4% | +5.1% | +2.1% |
| 5Y | +20.1% | -0.7% | +20.8% | +12.7% |
| All | +20.1% | -1.7% | +21.8% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling