+4.3%
ENTG vs EXPD
+63.3%
-59.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -1.1% |
| 7D | +22.8% | +3.6% | +19.2% | +19.5% |
| 30D | -4.9% | +0.3% | -5.1% | -4.5% |
| 3M | -4.8% | +6.1% | -10.9% | -9.0% |
| 6M | +5.6% | +27.4% | -21.8% | -13.1% |
| YTD | +82.4% | +32.0% | +50.4% | +42.1% |
| 1Y | +82.9% | +40.5% | +42.3% | +34.6% |
| 3Y | +62.1% | +75.7% | -13.6% | -6.5% |
| 5Y | +4.3% | +61.7% | -57.4% | -41.6% |
| All | +4.3% | +63.3% | -59.0% | -41.6% |
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