+1,341.2%
ENTG vs BURL
+1,051.1%
+290.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.5% | +5.2% |
| 7D | +2.8% | -2.8% | +5.6% | +3.8% |
| 30D | -4.7% | -28.2% | +23.5% | +6.5% |
| 3M | -0.7% | -17.6% | +16.9% | +5.4% |
| 6M | +7.7% | -11.8% | +19.5% | +11.4% |
| YTD | +65.1% | -8.1% | +73.2% | +68.2% |
| 1Y | +74.8% | -12.0% | +86.7% | +79.7% |
| 3Y | +36.9% | +63.3% | -26.4% | +13.1% |
| 5Y | +16.1% | -10.8% | +26.9% | +10.1% |
| 10Y | +740.3% | +215.9% | +524.4% | +466.6% |
| All | +1,341.2% | +1,051.1% | +290.1% | +687.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling