+1,251.5%
ENTG vs BR
+1,286.0%
-34.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +3.5% |
| 7D | +8.9% | -5.9% | +14.9% | +13.7% |
| 30D | -7.2% | +1.9% | -9.1% | -9.6% |
| 3M | +6.4% | +14.7% | -8.2% | -7.6% |
| 6M | +25.7% | -12.8% | +38.4% | +32.4% |
| YTD | +67.9% | -23.0% | +90.9% | +90.9% |
| 1Y | +72.4% | -31.7% | +104.0% | +115.0% |
| 3Y | +48.4% | -4.8% | +53.2% | +39.2% |
| 5Y | +20.1% | +7.8% | +12.2% | +2.2% |
| 10Y | +768.2% | +184.1% | +584.1% | +218.0% |
| All | +1,251.5% | +1,286.0% | -34.5% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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