+48.4%
ENTG vs EXE
+21.0%
+27.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +8.9% | -1.8% | +10.7% | +9.3% |
| 30D | -7.2% | +6.4% | -13.6% | -8.4% |
| 3M | +6.4% | +9.2% | -2.8% | +4.2% |
| 6M | +25.7% | -7.0% | +32.7% | +27.8% |
| YTD | +67.9% | -9.5% | +77.3% | +71.3% |
| 1Y | +72.4% | +6.2% | +66.1% | +65.3% |
| 3Y | +48.4% | +20.7% | +27.7% | +31.1% |
| All | +48.4% | +21.0% | +27.4% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling