+130.4%
EXPE vs ENB
+108.4%
+22.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.2% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -4.5% | +1.4% | -5.9% | -5.3% |
| 3M | -19.7% | -5.2% | -14.5% | -17.3% |
| 6M | +18.3% | -9.9% | +28.2% | +24.4% |
| YTD | -7.3% | +4.7% | -12.0% | -12.6% |
| 1Y | -3.9% | +2.8% | -6.7% | -8.4% |
| 3Y | +123.0% | +71.3% | +51.7% | +49.3% |
| 5Y | +47.9% | +58.6% | -10.7% | +4.2% |
| All | +130.4% | +108.4% | +22.0% | +24.5% |
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