+35.0%
XLB vs ENTG
+21.6%
+13.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.4% | -1.3% |
| 7D | -2.9% | +8.9% | -11.9% | -4.6% |
| 30D | -3.4% | -0.8% | -2.5% | -3.6% |
| 3M | +1.6% | +6.6% | -5.0% | -2.2% |
| 6M | +3.6% | +22.1% | -18.4% | -4.1% |
| YTD | +14.2% | +70.2% | -55.9% | -2.6% |
| 1Y | +15.6% | +76.7% | -61.1% | -3.5% |
| 3Y | +33.1% | +50.5% | -17.4% | +9.5% |
| 5Y | +35.0% | +21.8% | +13.2% | +11.4% |
| All | +35.0% | +21.6% | +13.5% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling