+16.1%
ENTG vs BTI
+116.2%
-100.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -4.9% | -4.0% |
| 7D | +5.1% | -2.0% | +7.1% | +5.3% |
| 30D | -8.5% | -3.4% | -5.1% | -8.3% |
| 3M | +6.7% | -9.0% | +15.7% | +7.2% |
| 6M | +17.7% | -5.0% | +22.8% | +17.0% |
| YTD | +63.5% | -0.3% | +63.8% | +61.1% |
| 1Y | +73.6% | +3.1% | +70.5% | +70.2% |
| 3Y | +44.6% | +111.0% | -66.4% | +13.5% |
| 5Y | +16.1% | +117.0% | -100.9% | -0.3% |
| All | +16.1% | +116.2% | -100.1% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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