+743.3%
ENTG vs BURL
+247.8%
+495.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.6% |
| 7D | -9.3% | +5.9% | -15.1% | -11.3% |
| 30D | -16.4% | -8.3% | -8.1% | -14.0% |
| 3M | -3.8% | -31.6% | +27.8% | +9.8% |
| 6M | -6.9% | -16.6% | +9.7% | -2.3% |
| YTD | +65.0% | -12.1% | +77.1% | +69.7% |
| 1Y | +61.7% | -10.0% | +71.7% | +63.8% |
| 3Y | +46.6% | +94.3% | -47.6% | +10.7% |
| 5Y | -2.7% | -13.2% | +10.5% | -7.7% |
| 10Y | +743.3% | +252.5% | +490.8% | +468.2% |
| All | +743.3% | +247.8% | +495.5% | +468.2% |
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