+163.9%
XLE vs ENTG
+810.6%
-646.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.4% | -8.9% | -1.2% |
| 7D | -7.9% | -7.6% | -0.3% | -6.7% |
| 30D | -4.8% | -15.5% | +10.6% | -2.5% |
| 3M | +8.4% | -7.8% | +16.2% | +8.5% |
| 6M | +12.7% | -5.9% | +18.6% | +9.5% |
| YTD | +41.3% | +66.7% | -25.5% | +17.9% |
| 1Y | +42.3% | +62.1% | -19.8% | +19.0% |
| 3Y | +65.1% | +56.3% | +8.8% | +30.2% |
| 5Y | +150.2% | -3.8% | +154.0% | +113.1% |
| 10Y | +163.9% | +770.1% | -606.1% | +19.6% |
| All | +163.9% | +810.6% | -646.7% | +19.6% |
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