-11.8%
ENTG vs BURL
-17.2%
+5.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.2% |
| 7D | -17.1% | +4.1% | -21.2% | -18.7% |
| 30D | -23.0% | -9.5% | -13.5% | -20.2% |
| 3M | -10.2% | -33.5% | +23.3% | +5.3% |
| 6M | -17.8% | -22.1% | +4.3% | -10.8% |
| YTD | +52.4% | -14.6% | +66.9% | +58.7% |
| 1Y | +49.8% | -8.4% | +58.1% | +50.0% |
| 3Y | +42.1% | +86.6% | -44.4% | +5.6% |
| All | -11.8% | -17.2% | +5.4% | -18.4% |
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