+1,219.2%
ENTG vs EME
+13,807.4%
-12,588.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | 0.0% |
| 7D | +8.9% | +5.2% | +3.8% | +5.4% |
| 30D | -7.2% | -5.4% | -1.9% | -3.5% |
| 3M | +6.4% | -6.1% | +12.5% | +12.4% |
| 6M | +25.7% | +9.7% | +16.0% | +20.1% |
| YTD | +67.9% | +26.6% | +41.3% | +46.3% |
| 1Y | +72.4% | +24.6% | +47.7% | +50.3% |
| 3Y | +48.4% | +249.6% | -201.2% | -36.5% |
| 5Y | +20.1% | +556.6% | -536.5% | -65.9% |
| 10Y | +768.2% | +1,286.6% | -518.5% | +37.6% |
| All | +1,219.2% | +13,807.4% | -12,588.2% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling