+11,329.0%
ENB vs EXPD
+30,870.6%
-19,541.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.8% |
| 7D | -2.4% | -4.8% | +2.4% | -1.8% |
| 30D | +3.4% | -1.5% | +4.9% | +3.5% |
| 3M | -6.1% | +4.1% | -10.2% | -6.7% |
| 6M | -10.0% | +24.0% | -34.1% | -12.6% |
| YTD | +4.7% | +27.4% | -22.8% | +0.9% |
| 1Y | +7.5% | +38.4% | -30.9% | +2.5% |
| 3Y | +69.1% | +73.2% | -4.1% | +55.5% |
| 5Y | +50.4% | +59.9% | -9.5% | +38.8% |
| 10Y | +108.0% | +319.9% | -212.0% | +70.8% |
| All | +11,329.0% | +30,870.6% | -19,541.6% | +8,507.5% |
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