+100.5%
ENB vs EXEL
+378.5%
-278.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -1.1% | +10.1% | -11.2% | -2.2% |
| 3M | -8.5% | +10.1% | -18.5% | -9.6% |
| 6M | -4.5% | +37.7% | -42.2% | -8.4% |
| YTD | +9.1% | +33.1% | -24.0% | +5.0% |
| 1Y | +8.0% | +52.4% | -44.4% | +1.9% |
| 3Y | +77.8% | +163.8% | -86.0% | +53.9% |
| 5Y | +69.4% | +198.5% | -129.1% | +42.5% |
| 10Y | +100.5% | +386.9% | -286.4% | +65.3% |
| All | +100.5% | +378.5% | -278.0% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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