+770.1%
ENTG vs EXPD
+334.2%
+435.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.7% | +6.7% | +7.3% |
| 7D | -7.6% | -5.5% | -2.1% | -2.9% |
| 30D | -15.5% | -1.9% | -13.6% | -13.8% |
| 3M | -7.8% | +6.1% | -13.9% | -11.7% |
| 6M | -5.9% | +21.6% | -27.5% | -19.0% |
| YTD | +66.7% | +27.9% | +38.9% | +35.0% |
| 1Y | +62.1% | +39.4% | +22.7% | +22.3% |
| 3Y | +56.3% | +72.7% | -16.4% | -3.2% |
| 5Y | -3.8% | +60.3% | -64.1% | -37.1% |
| 10Y | +770.1% | +332.6% | +437.5% | +197.8% |
| All | +770.1% | +334.2% | +435.9% | +197.8% |
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