+178.5%
EXE vs ENB
+98.9%
+79.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.5% |
| 7D | -0.3% | -0.2% | 0.0% | -0.1% |
| 30D | +8.5% | -2.2% | +10.7% | +10.4% |
| 3M | +5.5% | -10.5% | +16.0% | +15.0% |
| 6M | -5.9% | -5.1% | -0.8% | -2.5% |
| YTD | -9.7% | +9.0% | -18.7% | -17.1% |
| 1Y | +3.6% | +8.2% | -4.6% | -4.4% |
| 3Y | +18.0% | +67.8% | -49.7% | -28.5% |
| 5Y | +109.4% | +69.4% | +40.0% | +29.3% |
| All | +178.5% | +98.9% | +79.6% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling