+1,196.7%
ENTG vs BURL
+987.9%
+208.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.9% | -9.7% | -11.7% |
| 7D | -22.0% | +3.5% | -25.5% | -23.1% |
| 30D | -25.2% | -9.3% | -15.9% | -23.1% |
| 3M | -14.2% | -32.1% | +17.9% | -3.1% |
| 6M | -16.3% | -19.8% | +3.5% | -11.3% |
| YTD | +48.5% | -13.2% | +61.7% | +53.1% |
| 1Y | +41.4% | -7.8% | +49.2% | +42.0% |
| 3Y | +36.7% | +89.3% | -52.6% | +7.4% |
| 5Y | -12.5% | -15.8% | +3.3% | -15.9% |
| 10Y | +734.4% | +262.2% | +472.2% | +450.4% |
| All | +1,196.7% | +987.9% | +208.8% | +616.9% |
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