+51.5%
ENTG vs BROS
+62.9%
-11.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.9% |
| 7D | +8.9% | -6.6% | +15.5% | +11.0% |
| 30D | -0.8% | -12.3% | +11.5% | +2.8% |
| 3M | +6.6% | -22.2% | +28.8% | +13.1% |
| 6M | +22.1% | -14.3% | +36.4% | +25.5% |
| YTD | +70.2% | -26.6% | +96.7% | +81.8% |
| 1Y | +76.7% | -31.5% | +108.2% | +90.8% |
| All | +51.5% | +62.9% | -11.4% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling