+1,197.2%
ENTG vs EXPD
+1,900.7%
-703.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.3% | +5.5% |
| 7D | +2.8% | -1.1% | +4.0% | +3.7% |
| 30D | -4.7% | +4.1% | -8.8% | -7.2% |
| 3M | -0.7% | +17.9% | -18.6% | -11.4% |
| 6M | +7.7% | +29.2% | -21.5% | -10.4% |
| YTD | +65.1% | +27.4% | +37.7% | +37.0% |
| 1Y | +74.8% | +56.8% | +18.0% | +23.5% |
| 3Y | +36.9% | +68.0% | -31.1% | -7.9% |
| 5Y | +16.1% | +61.9% | -45.8% | -18.7% |
| 10Y | +740.3% | +316.0% | +424.3% | +201.2% |
| All | +1,197.2% | +1,900.7% | -703.5% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling