+20.1%
ENTG vs EMB
+7.3%
+12.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +2.0% |
| 7D | +8.9% | +0.3% | +8.7% | +8.2% |
| 30D | -7.2% | -0.5% | -6.7% | -6.1% |
| 3M | +6.4% | +0.3% | +6.1% | +6.6% |
| 6M | +25.7% | +1.2% | +24.5% | +24.8% |
| YTD | +67.9% | +1.5% | +66.4% | +66.2% |
| 1Y | +72.4% | +4.8% | +67.6% | +59.8% |
| 3Y | +48.4% | +30.4% | +18.1% | -8.6% |
| 5Y | +20.1% | +7.3% | +12.8% | +21.3% |
| All | +20.1% | +7.3% | +12.7% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling