+183.8%
EXC vs ENB
+99.8%
+84.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -1.7% | -3.7% | +1.9% | -0.1% |
| 30D | +9.3% | +1.7% | +7.6% | +8.5% |
| 3M | +1.0% | -6.3% | +7.3% | +3.8% |
| 6M | +5.9% | -9.2% | +15.1% | +10.2% |
| YTD | +7.6% | +3.1% | +4.5% | +5.7% |
| 1Y | +2.4% | +3.4% | -1.0% | +0.4% |
| 3Y | +30.2% | +68.9% | -38.7% | +2.3% |
| 5Y | +41.4% | +51.7% | -10.4% | +15.3% |
| 10Y | +183.8% | +98.3% | +85.4% | +96.9% |
| All | +183.8% | +99.8% | +84.0% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling