+3.6%
EXE vs ENB
+7.5%
-4.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | -0.3% | -0.2% | 0.0% | -0.1% |
| 30D | +8.5% | -2.2% | +10.7% | +9.5% |
| 3M | +5.5% | -10.5% | +16.0% | +11.0% |
| 6M | -5.9% | -5.1% | -0.8% | -3.7% |
| YTD | -9.7% | +9.0% | -18.7% | -13.4% |
| 1Y | +3.6% | +8.2% | -4.6% | +0.8% |
| All | +3.6% | +7.5% | -4.0% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling