+21.0%
EXE vs ENB
+69.4%
-48.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +1.9% |
| 7D | -2.2% | -2.4% | +0.2% | -0.9% |
| 30D | -0.3% | +2.5% | -2.8% | -1.6% |
| 3M | -9.3% | -5.8% | -3.5% | -6.5% |
| 6M | -7.2% | -8.5% | +1.3% | -3.1% |
| YTD | -18.9% | +3.9% | -22.8% | -21.4% |
| 1Y | -21.7% | +3.7% | -25.4% | -24.0% |
| 3Y | +21.0% | +70.1% | -49.1% | -15.2% |
| All | +21.0% | +69.4% | -48.5% | -15.2% |
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 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