+151.4%
EXE vs ENB
+91.0%
+60.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.6% |
| 7D | +3.6% | 0.0% | +3.6% | +3.5% |
| 30D | -4.3% | +1.4% | -5.7% | -5.4% |
| 3M | -7.7% | -5.2% | -2.5% | -3.9% |
| 6M | -7.2% | -9.9% | +2.7% | +0.2% |
| YTD | -18.5% | +4.7% | -23.2% | -22.9% |
| 1Y | -24.4% | +2.8% | -27.1% | -27.3% |
| 3Y | +21.6% | +71.3% | -49.7% | -28.2% |
| 5Y | +77.3% | +58.6% | +18.7% | +15.3% |
| All | +151.4% | +91.0% | +60.3% | +46.6% |
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