+23.7%
EXC vs ENB
+67.6%
-43.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | -3.7% | -2.2% | -1.5% | -2.8% |
| 3M | -1.3% | -10.5% | +9.2% | +3.3% |
| 6M | -9.7% | -5.1% | -4.6% | -8.0% |
| YTD | +2.9% | +9.0% | -6.1% | -1.4% |
| 1Y | +4.4% | +8.2% | -3.8% | +0.2% |
| All | +23.7% | +67.6% | -43.9% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling