+69.9%
XLI vs ENTG
-0.3%
+70.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +0.4% |
| 7D | +3.8% | +15.2% | -11.4% | +0.7% |
| 30D | +1.0% | -3.6% | +4.7% | +1.0% |
| 3M | -8.9% | -10.0% | +1.0% | -8.1% |
| 6M | -2.3% | +1.8% | -4.1% | -5.7% |
| YTD | +9.7% | +75.5% | -65.8% | -7.0% |
| 1Y | +12.3% | +82.4% | -70.1% | -5.8% |
| 3Y | +71.5% | +58.5% | +13.0% | +40.8% |
| All | +69.9% | -0.3% | +70.1% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling