+20.9%
ENTG vs QS
-75.6%
+96.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.6% | +8.0% | +3.1% |
| 7D | +8.9% | -4.2% | +13.1% | +10.1% |
| 30D | -0.8% | -15.7% | +14.9% | +3.7% |
| 3M | +6.6% | -28.7% | +35.2% | +16.5% |
| 6M | +22.1% | -23.2% | +45.3% | +30.3% |
| YTD | +70.2% | -49.9% | +120.1% | +100.0% |
| 1Y | +76.7% | -38.8% | +115.5% | +93.6% |
| 3Y | +50.5% | -24.0% | +74.5% | +32.3% |
| All | +20.9% | -75.6% | +96.5% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling