+156.4%
EXPE vs ENB
+94.4%
+62.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +3.8% |
| 7D | -8.7% | -4.6% | -4.1% | -6.2% |
| 30D | -13.6% | -5.2% | -8.4% | -11.1% |
| 3M | +26.6% | -13.4% | +40.0% | +36.9% |
| 6M | +19.9% | -7.8% | +27.8% | +23.9% |
| YTD | -1.7% | +4.9% | -6.6% | -7.4% |
| 1Y | +29.4% | +3.2% | +26.2% | +23.1% |
| 3Y | +155.7% | +71.0% | +84.7% | +71.9% |
| 5Y | +93.1% | +64.0% | +29.1% | +33.8% |
| All | +156.4% | +94.4% | +62.0% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling