+1,219.2%
ENTG vs EWJ
+150.3%
+1,068.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +2.1% |
| 7D | +8.9% | +2.9% | +6.1% | +5.3% |
| 30D | -7.2% | +1.1% | -8.3% | -8.1% |
| 3M | +6.4% | +7.1% | -0.7% | +0.4% |
| 6M | +25.7% | +16.2% | +9.5% | +8.6% |
| YTD | +67.9% | +22.0% | +45.9% | +38.0% |
| 1Y | +72.4% | +26.2% | +46.2% | +37.5% |
| 3Y | +48.4% | +73.5% | -25.0% | -16.0% |
| 5Y | +20.1% | +52.7% | -32.6% | -18.6% |
| 10Y | +768.1% | +138.5% | +629.7% | +275.6% |
| All | +1,219.2% | +150.3% | +1,068.9% | +325.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling