+16.2%
ENTG vs EXPD
+61.6%
-45.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +5.4% |
| 7D | +2.8% | -1.1% | +4.0% | +3.8% |
| 30D | -4.7% | +4.1% | -8.8% | -7.6% |
| 3M | -0.7% | +17.9% | -18.6% | -12.9% |
| 6M | +7.7% | +29.2% | -21.5% | -13.0% |
| YTD | +65.1% | +27.4% | +37.7% | +32.4% |
| 1Y | +74.8% | +56.8% | +18.0% | +14.6% |
| 3Y | +36.9% | +68.0% | -31.1% | -17.4% |
| All | +16.2% | +61.6% | -45.3% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling