+136.0%
XLC vs ENTG
+315.5%
-179.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.8% | +1.9% |
| 7D | +3.7% | +15.2% | -11.5% | +0.3% |
| 30D | -1.9% | -3.6% | +1.7% | -2.2% |
| 3M | -3.1% | -10.0% | +6.8% | -2.6% |
| 6M | -6.4% | +1.8% | -8.1% | -11.6% |
| YTD | -6.8% | +75.5% | -82.3% | -26.1% |
| 1Y | -1.7% | +82.4% | -84.1% | -23.3% |
| 3Y | +64.7% | +58.5% | +6.2% | +23.7% |
| 5Y | +41.1% | +0.4% | +40.7% | +16.3% |
| All | +136.0% | +315.5% | -179.5% | +4.3% |
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