+721.8%
ENTG vs BURL
+252.7%
+469.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.2% |
| 7D | -17.1% | +4.1% | -21.2% | -18.5% |
| 30D | -23.0% | -9.5% | -13.5% | -20.5% |
| 3M | -10.2% | -33.5% | +23.3% | +3.5% |
| 6M | -17.8% | -22.1% | +4.3% | -11.4% |
| YTD | +52.4% | -14.6% | +66.9% | +58.3% |
| 1Y | +49.8% | -8.4% | +58.1% | +50.5% |
| 3Y | +42.1% | +86.6% | -44.4% | +8.8% |
| 5Y | -10.2% | -17.2% | +6.9% | -13.6% |
| All | +721.8% | +252.7% | +469.2% | +463.0% |
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