+28.3%
XLP vs ENTG
+37.4%
-9.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -6.9% | -0.8% |
| 7D | -1.0% | +2.8% | -3.8% | -1.0% |
| 30D | -0.9% | -4.7% | +3.8% | -0.9% |
| 3M | +3.8% | -0.7% | +4.5% | +3.5% |
| 6M | -1.7% | +7.7% | -9.5% | -2.4% |
| YTD | +10.3% | +65.1% | -54.8% | +7.8% |
| 1Y | +7.8% | +74.8% | -67.0% | +4.8% |
| All | +28.3% | +37.4% | -9.1% | +21.9% |
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