+523.6%
XLP vs ENTG
+1,234.5%
-710.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -6.9% | -1.3% |
| 7D | -1.0% | +2.8% | -3.8% | -1.3% |
| 30D | -0.9% | -4.7% | +3.8% | -0.7% |
| 3M | +3.8% | -0.7% | +4.5% | +2.7% |
| 6M | -1.7% | +7.7% | -9.5% | -3.9% |
| YTD | +10.3% | +65.1% | -54.8% | +3.7% |
| 1Y | +7.8% | +74.8% | -67.0% | +0.4% |
| 3Y | +27.2% | +36.9% | -9.7% | +18.4% |
| 5Y | +32.5% | +16.1% | +16.4% | +22.3% |
| 10Y | +101.8% | +740.3% | -638.6% | +54.2% |
| All | +523.6% | +1,234.5% | -710.9% | +303.1% |
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