+368.4%
ALL vs ENB
+99.3%
+269.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.5% |
| 7D | -0.1% | -2.4% | +2.3% | +1.0% |
| 30D | +13.8% | +2.5% | +11.3% | +12.6% |
| 3M | -2.8% | -5.8% | +3.0% | -0.2% |
| 6M | +23.7% | -8.5% | +32.2% | +28.3% |
| YTD | +27.3% | +3.9% | +23.4% | +24.1% |
| 1Y | +30.5% | +3.7% | +26.9% | +27.3% |
| 3Y | +113.0% | +70.1% | +42.9% | +65.3% |
| 5Y | +157.6% | +53.2% | +104.4% | +107.8% |
| 10Y | +368.4% | +100.2% | +268.2% | +215.1% |
| All | +368.4% | +99.3% | +269.1% | +215.1% |
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