+713.2%
EXPE vs ENB
+762.6%
-49.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.8% | -2.5% |
| 7D | -11.2% | -2.4% | -8.8% | -9.8% |
| 30D | -7.5% | +2.5% | -9.9% | -8.7% |
| 3M | -19.1% | -5.8% | -13.3% | -16.5% |
| 6M | +10.7% | -8.5% | +19.2% | +15.2% |
| YTD | -9.9% | +3.9% | -13.8% | -14.2% |
| 1Y | -4.6% | +3.7% | -8.3% | -9.2% |
| 3Y | +116.8% | +70.1% | +46.7% | +51.6% |
| 5Y | +38.6% | +53.2% | -14.6% | +3.2% |
| 10Y | +115.9% | +100.2% | +15.7% | +32.6% |
| All | +713.2% | +762.6% | -49.4% | +100.3% |
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