+726.4%
XLE vs ENTG
+1,234.5%
-508.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.0% | -2.0% |
| 7D | +2.2% | +2.8% | -0.6% | +1.6% |
| 30D | +11.8% | -4.7% | +16.5% | +12.2% |
| 3M | +9.8% | -0.7% | +10.6% | +7.0% |
| 6M | +15.6% | +7.7% | +7.9% | +9.4% |
| YTD | +45.3% | +65.1% | -19.8% | +25.6% |
| 1Y | +48.3% | +74.8% | -26.5% | +25.5% |
| 3Y | +55.4% | +36.9% | +18.5% | +32.4% |
| 5Y | +216.1% | +16.1% | +200.0% | +164.7% |
| 10Y | +178.4% | +740.3% | -561.9% | +53.5% |
| All | +726.4% | +1,234.5% | -508.1% | +209.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling