+65.7%
ENTG vs QSR
+23.8%
+41.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.5% | -12.0% | -3.9% |
| 7D | -10.3% | +5.2% | -15.5% | -8.0% |
| 30D | -14.4% | +12.2% | -26.5% | -10.0% |
| 3M | -1.1% | +7.0% | -8.1% | +2.3% |
| 6M | +3.0% | -0.3% | +3.3% | +7.3% |
| YTD | +70.1% | +18.0% | +52.1% | +74.3% |
| 1Y | +65.7% | +22.6% | +43.1% | +62.0% |
| All | +65.7% | +23.8% | +41.9% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling