+65.7%
ENTG vs BROS
-18.6%
+84.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.9% | -7.4% | -6.8% |
| 7D | -10.3% | +2.5% | -12.8% | -11.0% |
| 30D | -14.4% | +15.1% | -29.4% | -18.4% |
| 3M | -1.1% | -31.4% | +30.3% | +11.6% |
| 6M | +3.0% | -22.6% | +25.6% | +9.9% |
| YTD | +70.1% | -28.1% | +98.2% | +83.2% |
| 1Y | +65.7% | -20.3% | +86.0% | +67.7% |
| All | +65.7% | -18.6% | +84.4% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling