+16.2%
ENTG vs BURL
-11.0%
+27.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.5% | +5.0% |
| 7D | +2.8% | -2.8% | +5.6% | +4.0% |
| 30D | -4.7% | -28.2% | +23.5% | +9.2% |
| 3M | -0.7% | -17.6% | +16.9% | +6.7% |
| 6M | +7.7% | -11.8% | +19.5% | +12.0% |
| YTD | +65.1% | -8.1% | +73.2% | +68.4% |
| 1Y | +74.8% | -12.0% | +86.7% | +80.1% |
| 3Y | +36.9% | +63.3% | -26.4% | +8.3% |
| All | +16.2% | -11.0% | +27.2% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling