+1,010.5%
ENTG vs QSR
+211.0%
+799.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.7% |
| 7D | +8.9% | +0.1% | +8.9% | +8.9% |
| 30D | -7.2% | +5.9% | -13.2% | -9.7% |
| 3M | +6.4% | +10.5% | -4.1% | +0.8% |
| 6M | +25.7% | +7.7% | +18.0% | +19.5% |
| YTD | +67.9% | +16.8% | +51.1% | +52.8% |
| 1Y | +72.4% | +30.9% | +41.5% | +48.4% |
| 3Y | +48.4% | +28.2% | +20.2% | +27.8% |
| 5Y | +20.1% | +45.0% | -24.9% | -2.4% |
| 10Y | +768.1% | +127.3% | +640.9% | +471.5% |
| All | +1,010.5% | +211.0% | +799.5% | +580.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling