+20.9%
ENTG vs EME
+545.9%
-525.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +3.2% |
| 7D | +8.9% | +2.7% | +6.2% | +6.7% |
| 30D | -0.8% | -6.8% | +6.0% | +4.9% |
| 3M | +6.6% | -8.8% | +15.4% | +15.8% |
| 6M | +22.1% | +5.0% | +17.1% | +19.9% |
| YTD | +70.2% | +23.5% | +46.7% | +49.5% |
| 1Y | +76.7% | +21.3% | +55.4% | +55.0% |
| 3Y | +50.5% | +241.1% | -190.6% | -43.3% |
| All | +20.9% | +545.9% | -525.1% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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