+370.0%
ALL vs ENB
+108.4%
+261.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +12.8% | +1.4% | +11.4% | +12.2% |
| 3M | +4.7% | -5.2% | +9.9% | +7.2% |
| 6M | +24.9% | -9.9% | +34.9% | +30.6% |
| YTD | +30.0% | +4.7% | +25.3% | +26.3% |
| 1Y | +29.9% | +2.8% | +27.2% | +27.3% |
| 3Y | +117.5% | +71.3% | +46.2% | +68.1% |
| 5Y | +161.7% | +58.6% | +103.1% | +107.7% |
| All | +370.0% | +108.4% | +261.6% | +208.9% |
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