+46.3%
XLU vs ENTG
+45.4%
+0.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.4% |
| 7D | -1.6% | +1.2% | -2.8% | -1.7% |
| 30D | -3.3% | -12.9% | +9.5% | -2.8% |
| 3M | -3.2% | -3.1% | -0.1% | -3.5% |
| 6M | -7.0% | +21.0% | -28.0% | -8.8% |
| YTD | +0.6% | +67.0% | -66.4% | -3.4% |
| 1Y | +2.4% | +68.6% | -66.2% | -2.0% |
| 3Y | +46.3% | +48.6% | -2.4% | +32.2% |
| All | +46.3% | +45.4% | +0.8% | +32.2% |
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