+72.3%
XLC vs ENTG
+47.4%
+24.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.7% |
| 7D | +0.6% | +8.9% | -8.4% | -0.5% |
| 30D | +0.2% | -7.2% | +7.5% | +0.9% |
| 3M | +0.6% | +6.4% | -5.8% | -2.1% |
| 6M | -4.5% | +25.7% | -30.2% | -10.6% |
| YTD | -4.7% | +67.9% | -72.6% | -16.1% |
| 1Y | -1.7% | +72.4% | -74.0% | -14.8% |
| 3Y | +72.3% | +48.4% | +23.8% | +43.1% |
| All | +72.3% | +47.4% | +24.9% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling