+797.4%
QQQ vs ENTG
+1,257.1%
-459.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.5% |
| 7D | +1.5% | +8.9% | -7.4% | -0.9% |
| 30D | -0.6% | -7.2% | +6.6% | +0.9% |
| 3M | +0.4% | +6.4% | -6.0% | -3.4% |
| 6M | +20.1% | +25.7% | -5.6% | +9.2% |
| YTD | +17.2% | +67.9% | -50.6% | -2.5% |
| 1Y | +24.7% | +72.4% | -47.7% | +1.8% |
| 3Y | +96.2% | +48.4% | +47.7% | +59.9% |
| 5Y | +94.4% | +20.1% | +74.3% | +61.0% |
| 10Y | +556.7% | +768.1% | -211.5% | +215.8% |
| All | +797.4% | +1,257.1% | -459.7% | +138.2% |
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