-3.8%
ENTG vs BURL
-12.4%
+8.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.2% | +5.2% | +7.7% |
| 7D | -7.6% | +7.7% | -15.3% | -10.5% |
| 30D | -15.5% | -7.1% | -8.3% | -13.2% |
| 3M | -7.8% | -30.3% | +22.5% | +6.1% |
| 6M | -5.9% | -15.5% | +9.6% | -1.3% |
| YTD | +66.7% | -11.0% | +77.7% | +70.9% |
| 1Y | +62.1% | -8.4% | +70.5% | +62.8% |
| 3Y | +56.3% | +96.7% | -40.4% | +13.7% |
| 5Y | -3.8% | -14.1% | +10.2% | -12.2% |
| All | -3.8% | -12.4% | +8.5% | -12.2% |
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 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