+160.8%
EXC vs ENB
+98.3%
+62.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | +0.3% | -0.3% | +0.7% | +0.5% |
| 30D | -0.9% | -1.1% | +0.2% | -0.4% |
| 3M | -2.7% | -8.5% | +5.8% | +1.0% |
| 6M | -9.4% | -4.5% | -4.8% | -7.8% |
| YTD | +3.0% | +9.1% | -6.1% | -1.3% |
| 1Y | +5.1% | +8.0% | -2.8% | +1.1% |
| 3Y | +20.6% | +77.8% | -57.2% | -7.4% |
| 5Y | +45.7% | +69.4% | -23.7% | +13.3% |
| 10Y | +160.8% | +100.5% | +60.4% | +80.0% |
| All | +160.8% | +98.3% | +62.5% | +80.0% |
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