+7.9%
ENTG vs BROS
+43.3%
-35.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.4% | +6.0% |
| 7D | +2.8% | -6.7% | +9.5% | +4.7% |
| 30D | -4.7% | -29.1% | +24.4% | +3.5% |
| 3M | -0.7% | -16.7% | +16.0% | +3.1% |
| 6M | +7.7% | -11.6% | +19.3% | +9.9% |
| YTD | +65.1% | -23.9% | +89.0% | +74.1% |
| 1Y | +74.8% | -34.8% | +109.6% | +90.3% |
| 3Y | +36.9% | +62.1% | -25.2% | +14.0% |
| All | +7.9% | +43.3% | -35.4% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling