+43.0%
XLC vs ENTG
+6.7%
+36.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.3% | -10.5% | -1.2% |
| 7D | +3.5% | +7.9% | -4.5% | +1.7% |
| 30D | -2.6% | -3.6% | +1.0% | -2.7% |
| 3M | -2.1% | +2.7% | -4.8% | -4.0% |
| 6M | -5.5% | +3.6% | -9.0% | -9.8% |
| YTD | -6.9% | +83.6% | -90.5% | -24.2% |
| 1Y | -3.7% | +84.9% | -88.6% | -22.0% |
| 3Y | +64.2% | +63.2% | +1.0% | +27.5% |
| 5Y | +43.0% | +4.9% | +38.1% | +20.2% |
| All | +43.0% | +6.7% | +36.3% | +20.2% |
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