+861.3%
XLI vs ENTG
+1,234.5%
-373.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.2% | -5.7% | -0.9% |
| 7D | -1.1% | +2.8% | -3.9% | -1.7% |
| 30D | -5.9% | -4.7% | -1.3% | -5.3% |
| 3M | -0.3% | -0.7% | +0.5% | -2.2% |
| 6M | +0.1% | +7.7% | -7.6% | -4.3% |
| YTD | +13.6% | +65.1% | -51.5% | -1.5% |
| 1Y | +17.2% | +74.8% | -57.6% | -0.6% |
| 3Y | +68.2% | +36.9% | +31.3% | +44.5% |
| 5Y | +80.7% | +16.1% | +64.6% | +53.4% |
| 10Y | +253.3% | +740.3% | -487.1% | +91.0% |
| All | +861.3% | +1,234.5% | -373.2% | +230.2% |
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