+1,160.2%
EWY vs ENTG
+1,257.1%
-96.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.1% |
| 7D | +8.0% | +8.9% | -0.9% | +5.5% |
| 30D | +14.3% | -7.2% | +21.6% | +16.6% |
| 3M | +2.3% | +6.4% | -4.1% | +0.7% |
| 6M | +49.9% | +25.7% | +24.2% | +41.5% |
| YTD | +95.3% | +67.9% | +27.5% | +70.3% |
| 1Y | +161.7% | +72.4% | +89.4% | +124.7% |
| 3Y | +230.2% | +48.4% | +181.7% | +181.6% |
| 5Y | +148.1% | +20.1% | +128.1% | +111.8% |
| 10Y | +293.2% | +768.2% | -475.0% | +96.3% |
| All | +1,160.2% | +1,257.1% | -96.9% | +279.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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