+43.3%
XLP vs ENTG
+6.7%
+36.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.3% | -10.8% | +0.2% |
| 7D | -0.5% | +7.9% | -8.5% | -0.8% |
| 30D | +8.3% | -3.6% | +11.9% | +8.3% |
| 3M | +8.7% | +2.7% | +6.0% | +8.4% |
| 6M | +11.2% | +3.6% | +7.6% | +10.2% |
| YTD | +20.0% | +83.6% | -63.6% | +14.3% |
| 1Y | +21.3% | +84.9% | -63.5% | +15.4% |
| 3Y | +43.8% | +63.2% | -19.4% | +34.2% |
| 5Y | +43.3% | +4.9% | +38.4% | +34.3% |
| All | +43.3% | +6.7% | +36.6% | +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 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