+19.5%
ENTG vs BTDR
+19.6%
-0.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.6% | +1.7% |
| 7D | +1.2% | -3.4% | +4.6% | +1.6% |
| 30D | -12.9% | +32.6% | -45.5% | -16.2% |
| 3M | -3.1% | -32.2% | +29.2% | +0.6% |
| 6M | +21.0% | +52.4% | -31.3% | +13.7% |
| YTD | +67.0% | +6.7% | +60.3% | +62.0% |
| 1Y | +68.6% | -15.2% | +83.9% | +65.6% |
| 3Y | +48.6% | +14.9% | +33.7% | +32.6% |
| 5Y | +18.6% | +20.8% | -2.2% | +4.6% |
| All | +19.5% | +19.6% | -0.1% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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