+366.4%
XLF vs ENTG
+1,257.1%
-890.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.8% |
| 7D | +0.2% | +8.9% | -8.8% | -2.0% |
| 30D | -0.5% | -7.2% | +6.7% | +0.8% |
| 3M | +10.6% | +6.4% | +4.2% | +5.6% |
| 6M | +14.3% | +25.7% | -11.4% | +3.2% |
| YTD | +5.5% | +67.9% | -62.3% | -12.3% |
| 1Y | +9.6% | +72.4% | -62.8% | -10.7% |
| 3Y | +75.2% | +48.4% | +26.7% | +40.1% |
| 5Y | +65.5% | +20.1% | +45.5% | +31.8% |
| 10Y | +246.4% | +768.2% | -521.7% | +57.0% |
| All | +366.4% | +1,257.1% | -890.8% | +23.5% |
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