+119.1%
ALL vs ENB
+72.2%
+46.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | +5.0% | +3.1% | +1.9% | +3.7% |
| 30D | +13.3% | +2.1% | +11.2% | +12.4% |
| 3M | +3.2% | -4.4% | +7.6% | +4.9% |
| 6M | +25.3% | -10.1% | +35.4% | +30.2% |
| YTD | +30.5% | +5.2% | +25.3% | +25.9% |
| 1Y | +29.2% | +4.2% | +25.0% | +25.2% |
| 3Y | +119.1% | +70.1% | +49.0% | +94.1% |
| All | +119.1% | +72.2% | +46.9% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling