+730.4%
EXPE vs ENB
+756.1%
-25.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.7% |
| 7D | -13.3% | -3.7% | -9.7% | -11.3% |
| 30D | -5.5% | +1.7% | -7.2% | -6.4% |
| 3M | -16.5% | -6.3% | -10.2% | -13.5% |
| 6M | +13.1% | -9.2% | +22.3% | +18.2% |
| YTD | -8.0% | +3.1% | -11.1% | -11.9% |
| 1Y | +1.1% | +3.4% | -2.3% | -3.5% |
| 3Y | +131.2% | +68.9% | +62.2% | +62.3% |
| 5Y | +39.8% | +51.7% | -12.0% | +4.7% |
| 10Y | +118.5% | +98.3% | +20.1% | +34.9% |
| All | +730.4% | +756.1% | -25.7% | +105.5% |
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