+58.6%
ENB vs EXPD
+63.3%
-4.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.3% |
| 7D | 0.0% | +3.6% | -3.6% | -0.5% |
| 30D | +1.4% | +0.3% | +1.1% | +1.3% |
| 3M | -5.2% | +6.1% | -11.3% | -6.0% |
| 6M | -9.9% | +27.4% | -37.3% | -13.1% |
| YTD | +4.7% | +32.0% | -27.3% | -0.2% |
| 1Y | +2.8% | +40.5% | -37.8% | -3.2% |
| 3Y | +71.3% | +75.7% | -4.4% | +51.9% |
| 5Y | +58.6% | +61.7% | -3.1% | +36.2% |
| All | +58.6% | +63.3% | -4.7% | +36.2% |
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