+799.3%
ENTG vs BURL
+254.9%
+544.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.9% | +10.4% | +10.9% |
| 7D | +7.9% | -0.8% | +8.8% | +8.5% |
| 30D | -3.6% | -4.4% | +0.9% | -2.4% |
| 3M | +2.7% | -28.6% | +31.3% | +15.5% |
| 6M | +3.6% | -12.3% | +15.8% | +6.7% |
| YTD | +83.6% | -11.3% | +94.9% | +88.3% |
| 1Y | +84.9% | -10.4% | +95.3% | +87.8% |
| 3Y | +63.2% | +96.1% | -32.9% | +22.8% |
| 5Y | +4.9% | -5.0% | +9.9% | -3.2% |
| 10Y | +799.3% | +251.8% | +547.5% | +504.1% |
| All | +799.3% | +254.9% | +544.4% | +504.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling