+43.2%
XLP vs ENTG
+52.9%
-9.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.1% |
| 7D | +2.3% | -9.3% | +11.6% | +2.2% |
| 30D | +9.1% | -16.4% | +25.5% | +9.0% |
| 3M | +7.9% | -3.8% | +11.7% | +7.8% |
| 6M | +9.6% | -6.9% | +16.5% | +9.5% |
| YTD | +19.4% | +65.0% | -45.5% | +16.9% |
| 1Y | +22.4% | +61.7% | -39.3% | +19.7% |
| 3Y | +43.2% | +46.6% | -3.5% | +34.3% |
| All | +43.2% | +52.9% | -9.7% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling