+84.9%
ENTG vs BURL
-9.1%
+93.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.9% | +10.4% | +11.0% |
| 7D | +7.9% | -0.8% | +8.8% | +8.3% |
| 30D | -3.6% | -4.4% | +0.9% | -2.0% |
| 3M | +2.7% | -28.6% | +31.3% | +15.0% |
| 6M | +3.6% | -12.3% | +15.8% | +4.7% |
| YTD | +83.6% | -11.3% | +94.9% | +87.9% |
| 1Y | +84.9% | -10.4% | +95.3% | +88.7% |
| All | +84.9% | -9.1% | +93.9% | +88.7% |
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