+42.8%
ENTG vs EMB
+29.1%
+13.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -17.1% | -0.1% | -17.0% | -16.9% |
| 30D | -23.0% | +1.3% | -24.3% | -26.5% |
| 3M | -10.2% | -2.2% | -8.0% | -3.4% |
| 6M | -17.8% | -2.3% | -15.4% | -9.7% |
| YTD | +52.4% | -0.6% | +53.0% | +60.2% |
| 1Y | +49.8% | +0.5% | +49.3% | +52.7% |
| All | +42.8% | +29.1% | +13.6% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 3y: compounded portfolio wealth divided by compounded EMB 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…
3y analysis · Full analysis span regression · 6 months rolling