+215.2%
XLY vs ENTG
+797.5%
-582.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.3% |
| 7D | -1.7% | +1.2% | -2.9% | -2.1% |
| 30D | -4.2% | -12.9% | +8.7% | -0.8% |
| 3M | -2.7% | -3.1% | +0.4% | -5.1% |
| 6M | -0.6% | +21.0% | -21.6% | -11.2% |
| YTD | -5.0% | +67.0% | -72.0% | -24.6% |
| 1Y | -4.1% | +68.6% | -72.7% | -25.2% |
| 3Y | +33.6% | +48.6% | -15.0% | +1.8% |
| 5Y | +28.7% | +18.6% | +10.1% | +0.2% |
| All | +215.2% | +797.5% | -582.3% | +32.1% |
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 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