+68.8%
ENB vs EXPD
+68.7%
+0.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -0.9% |
| 7D | -0.2% | -1.1% | +0.9% | -0.2% |
| 30D | -2.2% | +4.1% | -6.3% | -2.4% |
| 3M | -10.5% | +17.9% | -28.4% | -11.2% |
| 6M | -5.1% | +29.2% | -34.3% | -6.4% |
| YTD | +9.0% | +27.4% | -18.4% | +7.2% |
| 1Y | +8.2% | +56.8% | -48.6% | +4.3% |
| All | +68.8% | +68.7% | +0.1% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling