+253.9%
XLI vs ENTG
+797.5%
-543.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.5% |
| 7D | -1.7% | +1.2% | -2.8% | -2.0% |
| 30D | -7.3% | -12.9% | +5.6% | -4.4% |
| 3M | -1.3% | -3.1% | +1.7% | -2.9% |
| 6M | +2.2% | +21.0% | -18.8% | -6.1% |
| YTD | +11.7% | +67.0% | -55.3% | -6.5% |
| 1Y | +14.3% | +68.6% | -54.4% | -5.7% |
| 3Y | +70.3% | +48.6% | +21.7% | +37.1% |
| 5Y | +82.3% | +18.6% | +63.7% | +46.7% |
| All | +253.9% | +797.5% | -543.6% | +49.6% |
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