+63.5%
ENTG vs EXE
+163.0%
-99.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +22.8% | +3.6% | +19.3% | +21.9% |
| 30D | -4.9% | -4.3% | -0.5% | -3.9% |
| 3M | -4.8% | -7.7% | +2.8% | -3.3% |
| 6M | +5.6% | -7.2% | +12.8% | +6.6% |
| YTD | +82.4% | -18.5% | +100.9% | +89.1% |
| 1Y | +82.9% | -24.4% | +107.2% | +93.8% |
| 3Y | +62.1% | +21.6% | +40.6% | +47.8% |
| 5Y | +4.3% | +77.3% | -73.0% | -9.2% |
| All | +63.5% | +163.0% | -99.5% | +24.0% |
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