+782.9%
ENTG vs EWJ
+144.4%
+638.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | -1.1% |
| 7D | +1.2% | +0.3% | +0.9% | +0.7% |
| 30D | -12.9% | +0.8% | -13.6% | -13.7% |
| 3M | -3.1% | +7.5% | -10.6% | -11.0% |
| 6M | +21.0% | +15.6% | +5.4% | +0.9% |
| YTD | +67.0% | +22.7% | +44.3% | +28.5% |
| 1Y | +68.6% | +26.4% | +42.2% | +25.4% |
| 3Y | +48.6% | +72.5% | -23.9% | -28.5% |
| 5Y | +18.6% | +52.4% | -33.8% | -31.2% |
| All | +782.9% | +144.4% | +638.5% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling