+174.8%
EXE vs ENB
+99.1%
+75.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.1% |
| 7D | -2.7% | -0.3% | -2.4% | -2.5% |
| 30D | -0.4% | -1.1% | +0.7% | +0.4% |
| 3M | +9.5% | -8.5% | +17.9% | +17.2% |
| 6M | -9.3% | -4.5% | -4.8% | -6.5% |
| YTD | -10.9% | +9.1% | -20.0% | -18.3% |
| 1Y | +4.3% | +8.0% | -3.7% | -3.6% |
| 3Y | +18.8% | +77.8% | -59.0% | -31.9% |
| 5Y | +101.4% | +69.4% | +32.0% | +24.3% |
| All | +174.8% | +99.1% | +75.7% | +55.4% |
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