+196.7%
EXC vs ENB
+109.5%
+87.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.1% |
| 7D | +1.4% | +3.1% | -1.7% | 0.0% |
| 30D | +8.6% | +2.1% | +6.4% | +7.6% |
| 3M | +2.4% | -4.4% | +6.8% | +4.3% |
| 6M | +6.5% | -10.1% | +16.5% | +11.2% |
| YTD | +9.0% | +5.2% | +3.9% | +6.1% |
| 1Y | +4.6% | +4.2% | +0.3% | +2.1% |
| 3Y | +33.5% | +70.1% | -36.6% | +4.4% |
| 5Y | +41.4% | +59.4% | -18.0% | +12.9% |
| All | +196.7% | +109.5% | +87.2% | +94.6% |
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