+11,799.4%
ENB vs EXPD
+30,859.1%
-19,059.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.0% |
| 7D | -0.2% | -1.1% | +0.9% | -0.1% |
| 30D | -2.2% | +4.1% | -6.3% | -2.7% |
| 3M | -10.5% | +17.9% | -28.4% | -12.4% |
| 6M | -5.1% | +29.2% | -34.3% | -8.3% |
| YTD | +9.0% | +27.4% | -18.4% | +5.1% |
| 1Y | +8.2% | +56.8% | -48.6% | +1.5% |
| 3Y | +67.8% | +68.0% | -0.3% | +55.0% |
| 5Y | +69.4% | +61.9% | +7.5% | +56.0% |
| 10Y | +117.5% | +316.0% | -198.5% | +79.0% |
| All | +11,799.4% | +30,859.1% | -19,059.7% | +8,868.3% |
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