+639.8%
XLU vs ENTG
+1,221.6%
-581.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +3.0% | -0.6% |
| 7D | -1.2% | +5.1% | -6.3% | -1.7% |
| 30D | -2.5% | -8.5% | +6.0% | -1.8% |
| 3M | -2.7% | +6.7% | -9.4% | -4.6% |
| 6M | -7.5% | +17.7% | -25.2% | -10.6% |
| YTD | +0.9% | +63.5% | -62.5% | -6.3% |
| 1Y | +3.3% | +73.6% | -70.3% | -5.2% |
| 3Y | +47.3% | +44.6% | +2.8% | +34.2% |
| 5Y | +44.4% | +16.1% | +28.3% | +30.8% |
| 10Y | +140.8% | +775.8% | -635.0% | +69.2% |
| All | +639.8% | +1,221.6% | -581.8% | +305.5% |
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