+98.7%
ENTG vs QS
-47.4%
+146.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.2% | -3.8% |
| 7D | +5.1% | -5.0% | +10.1% | +5.9% |
| 30D | -8.5% | -18.3% | +9.8% | -5.7% |
| 3M | +6.7% | -26.0% | +32.7% | +11.9% |
| 6M | +17.7% | -24.0% | +41.8% | +22.8% |
| YTD | +63.5% | -50.3% | +113.8% | +80.2% |
| 1Y | +73.6% | -38.0% | +111.5% | +84.2% |
| 3Y | +44.6% | -24.6% | +69.2% | +39.2% |
| 5Y | +16.1% | -75.4% | +91.5% | +16.8% |
| All | +98.7% | -47.4% | +146.1% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling