+169.4%
XLV vs ENTG
+797.5%
-628.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.5% |
| 7D | -3.6% | +1.2% | -4.7% | -3.7% |
| 30D | -1.8% | -12.9% | +11.0% | -0.2% |
| 3M | +7.8% | -3.1% | +10.8% | +6.2% |
| 6M | +9.1% | +21.0% | -11.9% | +2.6% |
| YTD | +7.7% | +67.0% | -59.3% | -4.7% |
| 1Y | +20.4% | +68.6% | -48.2% | +5.4% |
| 3Y | +30.8% | +48.6% | -17.9% | +11.6% |
| 5Y | +34.6% | +18.6% | +16.0% | +14.3% |
| All | +169.4% | +797.5% | -628.1% | +33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling