+179.0%
XLE vs ENTG
+774.8%
-595.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | 0.0% | +8.9% | -8.9% | -1.6% |
| 30D | +12.6% | -7.2% | +19.9% | +13.8% |
| 3M | +11.8% | +6.4% | +5.4% | +7.3% |
| 6M | +16.1% | +25.7% | -9.6% | +5.5% |
| YTD | +46.9% | +67.9% | -21.0% | +23.5% |
| 1Y | +53.3% | +72.4% | -19.1% | +26.4% |
| 3Y | +54.9% | +48.4% | +6.5% | +24.6% |
| 5Y | +225.7% | +20.1% | +205.6% | +157.6% |
| All | +179.0% | +774.8% | -595.9% | +17.2% |
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 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