+107.5%
ALL vs ENB
+63.8%
+43.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -1.9% | -3.4% |
| 7D | -1.9% | -5.2% | +3.2% | +0.2% |
| 30D | +13.8% | +2.2% | +11.6% | +12.9% |
| 3M | -7.0% | -8.1% | +1.1% | -3.9% |
| 6M | +18.0% | -11.2% | +29.2% | +23.3% |
| YTD | +24.2% | +2.0% | +22.2% | +21.4% |
| 1Y | +31.2% | +4.1% | +27.1% | +26.8% |
| 3Y | +107.5% | +64.7% | +42.8% | +84.8% |
| All | +107.5% | +63.8% | +43.8% | +84.8% |
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