+1,184.7%
ENTG vs BRO
+2,627.8%
-1,443.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.8% |
| 7D | +5.1% | -8.6% | +13.7% | +10.8% |
| 30D | -8.5% | -6.9% | -1.6% | -5.2% |
| 3M | +6.7% | +10.5% | -3.8% | -4.5% |
| 6M | +17.7% | -2.8% | +20.5% | +12.4% |
| YTD | +63.5% | -16.1% | +79.6% | +69.6% |
| 1Y | +73.6% | -27.6% | +101.2% | +96.6% |
| 3Y | +44.6% | -7.3% | +51.8% | +32.3% |
| 5Y | +16.1% | +19.0% | -2.9% | -11.1% |
| 10Y | +775.8% | +292.7% | +483.1% | +192.6% |
| All | +1,184.7% | +2,627.8% | -1,443.1% | +160.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling