+74.8%
ENTG vs BURL
-9.5%
+84.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.5% | +5.1% |
| 7D | +2.8% | -2.8% | +5.6% | +3.9% |
| 30D | -4.7% | -28.2% | +23.5% | +8.6% |
| 3M | -0.7% | -17.6% | +16.9% | +5.3% |
| 6M | +7.7% | -11.8% | +19.5% | +11.1% |
| YTD | +65.1% | -8.1% | +73.2% | +66.3% |
| 1Y | +74.8% | -12.0% | +86.7% | +60.1% |
| All | +74.8% | -9.5% | +84.3% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling