+6.9%
ENTG vs BROS
+33.7%
-26.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.4% | -0.6% | -3.1% |
| 7D | +5.1% | -6.1% | +11.2% | +6.8% |
| 30D | -8.5% | -12.4% | +3.8% | -5.4% |
| 3M | +6.7% | -27.9% | +34.6% | +15.1% |
| 6M | +17.7% | -16.8% | +34.5% | +21.9% |
| YTD | +63.5% | -29.0% | +92.5% | +75.6% |
| 1Y | +73.6% | -33.2% | +106.8% | +88.3% |
| 3Y | +44.6% | +56.8% | -12.2% | +21.5% |
| All | +6.9% | +33.7% | -26.8% | -5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling