+369.0%
ALL vs ENB
+102.5%
+266.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.6% | -1.8% | -0.8% | -1.7% |
| 30D | +12.7% | +2.0% | +10.7% | +11.7% |
| 3M | +0.4% | -5.8% | +6.2% | +3.1% |
| 6M | +23.8% | -9.7% | +33.5% | +29.2% |
| YTD | +27.8% | +4.2% | +23.6% | +24.4% |
| 1Y | +28.9% | +3.2% | +25.7% | +26.0% |
| 3Y | +113.9% | +70.6% | +43.3% | +65.6% |
| 5Y | +157.4% | +55.1% | +102.2% | +106.4% |
| 10Y | +369.0% | +107.6% | +261.4% | +212.5% |
| All | +369.0% | +102.5% | +266.5% | +212.5% |
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