+248.8%
XLF vs ENTG
+797.5%
-548.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.2% |
| 7D | -1.5% | +1.2% | -2.6% | -1.7% |
| 30D | -1.2% | -12.9% | +11.7% | +1.5% |
| 3M | +9.2% | -3.1% | +12.2% | +6.9% |
| 6M | +16.3% | +21.0% | -4.7% | +6.3% |
| YTD | +5.4% | +67.0% | -61.6% | -12.1% |
| 1Y | +7.6% | +68.6% | -61.0% | -11.7% |
| 3Y | +74.2% | +48.6% | +25.6% | +38.1% |
| 5Y | +66.1% | +18.6% | +47.5% | +31.7% |
| All | +248.8% | +797.5% | -548.7% | +37.1% |
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