+782.9%
ENTG vs BRO
+294.2%
+488.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +1.2% | -7.3% | +8.5% | +4.9% |
| 30D | -12.9% | -6.9% | -6.0% | -10.3% |
| 3M | -3.1% | +10.7% | -13.7% | -12.3% |
| 6M | +21.0% | -2.7% | +23.7% | +16.7% |
| YTD | +67.0% | -16.3% | +83.3% | +75.3% |
| 1Y | +68.6% | -29.1% | +97.7% | +96.2% |
| 3Y | +48.6% | -7.8% | +56.5% | +34.4% |
| 5Y | +18.6% | +18.7% | -0.1% | -13.7% |
| All | +782.9% | +294.2% | +488.7% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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