-63.7%
XYZ vs ENTG
-0.3%
-63.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.8% | +6.6% | +4.5% |
| 7D | -1.1% | +15.2% | -16.2% | -7.8% |
| 30D | +11.5% | -3.6% | +15.1% | +10.1% |
| 3M | +1.8% | -10.0% | +11.7% | +2.5% |
| 6M | +21.2% | +1.8% | +19.4% | +6.5% |
| YTD | +29.9% | +75.5% | -45.6% | -20.6% |
| 1Y | +35.8% | +82.4% | -46.6% | -19.9% |
| 3Y | +62.6% | +58.5% | +4.1% | -10.4% |
| All | -63.7% | -0.3% | -63.4% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling