+38.7%
EXPE vs ENB
+7.5%
+31.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -2.1% |
| 7D | -9.5% | -0.2% | -9.3% | -9.6% |
| 30D | -6.6% | -2.2% | -4.4% | -7.6% |
| 3M | +31.4% | -10.5% | +41.9% | +24.7% |
| 6M | +35.2% | -5.1% | +40.3% | +32.0% |
| YTD | +5.8% | +9.0% | -3.2% | +8.4% |
| 1Y | +38.7% | +8.2% | +30.5% | +38.8% |
| All | +38.7% | +7.5% | +31.1% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling