+363.8%
ALL vs ENB
+99.8%
+264.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.9% |
| 7D | -3.9% | -3.7% | -0.2% | -2.2% |
| 30D | +10.6% | +1.7% | +8.9% | +9.8% |
| 3M | -4.6% | -6.3% | +1.7% | -1.8% |
| 6M | +20.2% | -9.2% | +29.4% | +25.2% |
| YTD | +23.7% | +3.1% | +20.6% | +21.0% |
| 1Y | +27.9% | +3.4% | +24.5% | +24.9% |
| 3Y | +109.2% | +68.9% | +40.2% | +62.8% |
| 5Y | +148.0% | +51.7% | +96.3% | +101.0% |
| 10Y | +363.8% | +98.3% | +265.4% | +213.2% |
| All | +363.8% | +99.8% | +264.0% | +213.2% |
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