+150.1%
EXE vs ENB
+89.6%
+60.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +1.7% |
| 7D | -2.2% | -2.4% | +0.2% | -0.3% |
| 30D | -0.3% | +2.5% | -2.8% | -2.3% |
| 3M | -9.3% | -5.8% | -3.5% | -5.2% |
| 6M | -7.2% | -8.5% | +1.3% | -1.1% |
| YTD | -18.9% | +3.9% | -22.8% | -22.8% |
| 1Y | -21.7% | +3.7% | -25.4% | -25.3% |
| 3Y | +21.0% | +70.1% | -49.1% | -28.1% |
| 5Y | +76.0% | +53.2% | +22.8% | +17.4% |
| All | +150.1% | +89.6% | +60.5% | +46.7% |
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 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