+7,443.4%
QLD vs ENTG
+1,274.0%
+6,169.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | 0.0% | +1.2% |
| 7D | -10.3% | -17.1% | +6.8% | -0.7% |
| 30D | -26.1% | -23.0% | -3.1% | -15.5% |
| 3M | -17.8% | -10.2% | -7.5% | -14.7% |
| 6M | -15.6% | -17.8% | +2.2% | -10.9% |
| YTD | +5.4% | +52.4% | -47.0% | -22.9% |
| 1Y | +5.2% | +49.8% | -44.6% | -22.8% |
| 3Y | +139.4% | +42.1% | +97.3% | +71.6% |
| 5Y | +66.7% | -10.2% | +76.9% | +50.6% |
| 10Y | +1,422.1% | +756.0% | +666.1% | +376.9% |
| All | +7,443.4% | +1,274.0% | +6,169.5% | +1,705.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling