+104.0%
ENTG vs QS
-43.2%
+147.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.4% |
| 7D | +8.9% | +2.2% | +6.7% | +8.6% |
| 30D | -7.2% | -8.1% | +0.8% | -6.0% |
| 3M | +6.4% | -27.0% | +33.4% | +11.8% |
| 6M | +25.7% | -16.4% | +42.1% | +29.3% |
| YTD | +67.9% | -46.4% | +114.2% | +82.9% |
| 1Y | +72.4% | -41.1% | +113.5% | +83.7% |
| 3Y | +48.4% | -18.6% | +67.1% | +41.3% |
| 5Y | +20.1% | -73.0% | +93.1% | +19.4% |
| All | +104.0% | -43.2% | +147.3% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling