+86.6%
QLD vs ENTG
+3.6%
+83.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.3% |
| 7D | +12.5% | +22.8% | -10.3% | -0.8% |
| 30D | -15.7% | -4.9% | -10.8% | -14.1% |
| 3M | -11.9% | -4.8% | -7.1% | -11.4% |
| 6M | -10.3% | +5.6% | -15.9% | -18.9% |
| YTD | +15.6% | +82.4% | -66.8% | -29.8% |
| 1Y | +12.1% | +82.9% | -70.7% | -32.6% |
| 3Y | +150.7% | +62.1% | +88.5% | +47.3% |
| 5Y | +86.6% | +4.3% | +82.3% | +55.9% |
| All | +86.6% | +3.6% | +83.1% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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