+568.6%
XLP vs ENTG
+1,131.8%
-563.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.5% |
| 7D | +0.7% | -17.1% | +17.8% | +2.1% |
| 30D | +10.3% | -23.0% | +33.3% | +12.1% |
| 3M | +6.5% | -10.2% | +16.8% | +6.7% |
| 6M | +8.4% | -17.8% | +26.1% | +8.2% |
| YTD | +18.2% | +52.4% | -34.2% | +11.3% |
| 1Y | +22.4% | +49.8% | -27.4% | +15.3% |
| 3Y | +41.9% | +42.1% | -0.2% | +31.0% |
| 5Y | +40.9% | -10.2% | +51.1% | +32.4% |
| 10Y | +128.4% | +756.0% | -627.6% | +73.5% |
| All | +568.6% | +1,131.8% | -563.3% | +332.7% |
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