+43.6%
EEM vs ENTG
+15.6%
+28.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.8% | -1.3% |
| 7D | -0.7% | +5.1% | -5.8% | -1.8% |
| 30D | +2.4% | -8.5% | +10.9% | +4.2% |
| 3M | +4.2% | +6.7% | -2.5% | +1.2% |
| 6M | +14.8% | +17.7% | -3.0% | +8.8% |
| YTD | +23.1% | +63.5% | -40.4% | +8.5% |
| 1Y | +32.5% | +73.6% | -41.0% | +14.4% |
| 3Y | +85.9% | +44.6% | +41.3% | +59.9% |
| 5Y | +43.6% | +16.1% | +27.5% | +25.3% |
| All | +43.6% | +15.6% | +28.0% | +25.3% |
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 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