+51.5%
ENTG vs QS
-25.4%
+76.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.6% | +8.0% | +3.0% |
| 7D | +8.9% | -4.2% | +13.1% | +10.0% |
| 30D | -0.8% | -15.7% | +14.9% | +3.3% |
| 3M | +6.6% | -28.7% | +35.2% | +15.5% |
| 6M | +22.1% | -23.2% | +45.3% | +29.8% |
| YTD | +70.2% | -49.9% | +120.1% | +95.9% |
| 1Y | +76.7% | -38.8% | +115.5% | +93.9% |
| All | +51.5% | -25.4% | +76.9% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling