+48.3%
XLE vs ENTG
+76.2%
-27.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.0% | -0.6% |
| 7D | +2.2% | +2.8% | -0.6% | +2.3% |
| 30D | +11.8% | -4.7% | +16.5% | +11.6% |
| 3M | +9.8% | -0.7% | +10.6% | +9.9% |
| 6M | +15.6% | +7.7% | +7.9% | +15.5% |
| YTD | +45.3% | +65.1% | -19.8% | +39.6% |
| 1Y | +48.3% | +74.8% | -26.5% | +46.7% |
| All | +48.3% | +76.2% | -27.9% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling