+20.1%
ENTG vs BTDR
+26.7%
-6.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +1.4% |
| 7D | +8.9% | +22.4% | -13.5% | +6.0% |
| 30D | -7.2% | +16.5% | -23.7% | -9.5% |
| 3M | +6.4% | -31.5% | +37.9% | +10.1% |
| 6M | +25.7% | +74.0% | -48.4% | +16.3% |
| YTD | +67.9% | +13.0% | +54.8% | +61.6% |
| 1Y | +72.4% | -0.2% | +72.6% | +66.4% |
| 3Y | +48.4% | +9.9% | +38.5% | +31.2% |
| 5Y | +20.1% | +28.1% | -8.0% | +5.1% |
| All | +20.1% | +26.7% | -6.6% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling