+782.9%
ENTG vs BTG
+159.3%
+623.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +1.2% | -3.8% | +4.9% | +1.8% |
| 30D | -12.9% | +3.6% | -16.5% | -13.5% |
| 3M | -3.1% | +32.0% | -35.1% | -7.7% |
| 6M | +21.0% | +3.4% | +17.6% | +19.2% |
| YTD | +67.0% | +20.8% | +46.2% | +60.4% |
| 1Y | +68.6% | +22.4% | +46.2% | +60.9% |
| 3Y | +48.6% | +91.7% | -43.1% | +31.1% |
| 5Y | +18.6% | +79.0% | -60.4% | +4.6% |
| All | +782.9% | +159.3% | +623.7% | +693.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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