+356.1%
ALL vs ENB
+103.5%
+252.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.1% | -2.7% |
| 7D | -1.7% | -0.5% | -1.2% | -1.5% |
| 30D | -4.7% | -0.2% | -4.5% | -4.6% |
| 3M | +18.4% | -7.5% | +25.9% | +22.3% |
| 6M | +20.5% | -4.1% | +24.6% | +22.3% |
| YTD | +23.5% | +9.8% | +13.7% | +17.6% |
| 1Y | +29.0% | +8.7% | +20.3% | +23.2% |
| 3Y | +153.7% | +79.0% | +74.7% | +92.8% |
| 5Y | +114.8% | +69.1% | +45.7% | +66.1% |
| 10Y | +356.1% | +96.5% | +259.6% | +208.5% |
| All | +356.1% | +103.5% | +252.7% | +208.5% |
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