+153.4%
EXE vs ENB
+92.0%
+61.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.4% |
| 7D | +5.3% | +3.1% | +2.2% | +2.8% |
| 30D | -2.2% | +2.1% | -4.3% | -3.9% |
| 3M | -5.9% | -4.4% | -1.5% | -2.7% |
| 6M | -5.7% | -10.1% | +4.3% | +2.0% |
| YTD | -17.8% | +5.2% | -23.0% | -22.6% |
| 1Y | -23.1% | +4.2% | -27.4% | -27.0% |
| 3Y | +21.2% | +70.1% | -48.9% | -27.9% |
| 5Y | +78.8% | +59.4% | +19.4% | +15.8% |
| All | +153.4% | +92.0% | +61.5% | +47.2% |
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