+158.8%
XLB vs ENTG
+778.5%
-619.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.3% |
| 7D | -3.5% | +5.1% | -8.7% | -4.8% |
| 30D | -4.7% | -8.5% | +3.9% | -3.0% |
| 3M | +2.7% | +6.7% | -4.0% | -2.2% |
| 6M | +2.6% | +17.7% | -15.1% | -5.9% |
| YTD | +12.8% | +63.5% | -50.6% | -6.2% |
| 1Y | +14.0% | +73.6% | -59.6% | -8.2% |
| 3Y | +31.5% | +44.6% | -13.1% | +4.8% |
| 5Y | +33.4% | +16.1% | +17.3% | +6.2% |
| All | +158.8% | +778.5% | -619.7% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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