+9.7%
ENTG vs BROS
+41.2%
-31.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.1% |
| 7D | +8.9% | -0.9% | +9.9% | +9.2% |
| 30D | -7.2% | -13.5% | +6.2% | -3.8% |
| 3M | +6.4% | -18.4% | +24.8% | +11.1% |
| 6M | +25.7% | -10.6% | +36.3% | +27.7% |
| YTD | +67.9% | -25.1% | +92.9% | +77.8% |
| 1Y | +72.4% | -28.6% | +101.0% | +83.9% |
| 3Y | +48.4% | +65.6% | -17.1% | +23.0% |
| All | +9.7% | +41.2% | -31.4% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling