+152.1%
EXE vs ENB
+90.2%
+61.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.5% |
| 7D | +1.5% | -1.8% | +3.3% | +3.0% |
| 30D | -0.2% | +2.0% | -2.2% | -1.9% |
| 3M | -9.2% | -5.8% | -3.4% | -5.1% |
| 6M | -7.2% | -9.7% | +2.4% | 0.0% |
| YTD | -18.3% | +4.2% | -22.5% | -22.4% |
| 1Y | -23.6% | +3.2% | -26.8% | -26.9% |
| 3Y | +21.9% | +70.6% | -48.7% | -27.8% |
| 5Y | +73.7% | +55.1% | +18.5% | +14.8% |
| All | +152.1% | +90.2% | +61.9% | +47.5% |
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