+159.8%
ALL vs ENB
+78.2%
+81.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.0% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -1.5% | -2.2% | +0.7% | -0.6% |
| 3M | +23.6% | -10.5% | +34.1% | +29.0% |
| 6M | +22.3% | -5.1% | +27.4% | +24.5% |
| YTD | +26.5% | +9.0% | +17.6% | +20.5% |
| 1Y | +27.0% | +8.2% | +18.8% | +21.3% |
| All | +159.8% | +78.2% | +81.6% | +108.1% |
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