+128.5%
EEM vs ENTG
+797.5%
-669.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.7% |
| 7D | -1.3% | +1.2% | -2.4% | -1.6% |
| 30D | +2.1% | -12.9% | +14.9% | +5.6% |
| 3M | +1.0% | -3.1% | +4.1% | 0.0% |
| 6M | +15.9% | +21.0% | -5.1% | +7.4% |
| YTD | +24.6% | +67.0% | -42.4% | +5.3% |
| 1Y | +32.3% | +68.6% | -36.4% | +10.2% |
| 3Y | +85.9% | +48.6% | +37.3% | +51.2% |
| 5Y | +45.4% | +18.6% | +26.7% | +18.1% |
| All | +128.5% | +797.5% | -669.0% | -3.3% |
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