+27.3%
EXPE vs ENB
+8.5%
+18.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.8% | -8.7% | -7.5% |
| 7D | -9.8% | -0.5% | -9.3% | -9.9% |
| 30D | -11.5% | -0.2% | -11.3% | -11.5% |
| 3M | +21.7% | -7.5% | +29.2% | +17.2% |
| 6M | +10.4% | -4.1% | +14.5% | +8.3% |
| YTD | -2.5% | +9.8% | -12.3% | +0.2% |
| 1Y | +27.3% | +8.7% | +18.7% | +27.8% |
| All | +27.3% | +8.5% | +18.9% | +27.8% |
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