+49.7%
ENTG vs EXE
+182.2%
-132.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.6% |
| 7D | +1.2% | -3.1% | +4.3% | +1.9% |
| 30D | -12.9% | -0.9% | -11.9% | -12.8% |
| 3M | -3.1% | +9.6% | -12.6% | -5.7% |
| 6M | +21.0% | -11.6% | +32.6% | +23.9% |
| YTD | +67.0% | -12.6% | +79.6% | +70.5% |
| 1Y | +68.6% | +1.2% | +67.5% | +64.6% |
| 3Y | +48.6% | +18.0% | +30.6% | +36.9% |
| 5Y | +18.6% | +101.1% | -82.5% | +0.7% |
| All | +49.7% | +182.2% | -132.5% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling