+805.3%
XLB vs ENTG
+1,233.8%
-428.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | +0.5% | -9.3% | +9.8% | +2.2% |
| 30D | +6.9% | -16.4% | +23.3% | +10.0% |
| 3M | -0.2% | -3.8% | +3.7% | -0.9% |
| 6M | +3.3% | -6.9% | +10.2% | +0.9% |
| YTD | +18.0% | +65.0% | -46.9% | +0.6% |
| 1Y | +24.2% | +61.7% | -37.5% | +6.0% |
| 3Y | +44.7% | +46.6% | -1.9% | +20.5% |
| 5Y | +31.6% | -2.7% | +34.3% | +14.3% |
| 10Y | +164.2% | +743.3% | -579.1% | +41.0% |
| All | +805.3% | +1,233.8% | -428.5% | +217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling