+695.0%
ENTG vs EXPD
+322.8%
+372.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.8% | +4.4% |
| 7D | -17.1% | -7.2% | -9.9% | -11.8% |
| 30D | -23.0% | -3.3% | -19.7% | -20.7% |
| 3M | -10.2% | +3.4% | -13.6% | -12.3% |
| 6M | -17.8% | +22.7% | -40.5% | -29.8% |
| YTD | +52.4% | +24.5% | +27.8% | +25.9% |
| 1Y | +49.8% | +38.6% | +11.1% | +13.3% |
| 3Y | +42.1% | +71.5% | -29.4% | -11.7% |
| 5Y | -10.2% | +56.2% | -66.5% | -40.2% |
| All | +695.0% | +322.8% | +372.3% | +177.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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