+68.5%
ENB vs EXPD
+75.1%
-6.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.5% | +0.2% |
| 7D | -1.8% | -1.6% | -0.2% | -1.7% |
| 30D | +2.0% | +0.6% | +1.4% | +2.0% |
| 3M | -5.8% | +9.8% | -15.6% | -6.2% |
| 6M | -9.7% | +25.8% | -35.4% | -10.5% |
| YTD | +4.2% | +31.3% | -27.0% | +2.7% |
| 1Y | +3.2% | +40.9% | -37.7% | +1.1% |
| All | +68.5% | +75.1% | -6.6% | +56.7% |
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