+769.3%
ENTG vs BURL
+232.1%
+537.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.6% | -0.2% | -2.4% |
| 7D | +15.2% | -1.6% | +16.8% | +16.0% |
| 30D | -3.6% | -7.7% | +4.1% | -1.1% |
| 3M | -10.0% | -31.7% | +21.7% | +3.0% |
| 6M | +1.8% | -15.2% | +16.9% | +6.2% |
| YTD | +75.5% | -15.9% | +91.4% | +83.7% |
| 1Y | +82.4% | -14.2% | +96.6% | +88.3% |
| 3Y | +58.5% | +93.5% | -35.0% | +19.9% |
| 5Y | +0.4% | -9.9% | +10.2% | -5.5% |
| All | +769.3% | +232.1% | +537.2% | +491.2% |
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