+122.2%
ALL vs ENB
+69.5%
+52.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.5% |
| 3M | +23.6% | -10.5% | +34.1% | +29.8% |
| 6M | +22.3% | -5.1% | +27.4% | +24.8% |
| YTD | +26.5% | +9.0% | +17.6% | +20.3% |
| 1Y | +27.0% | +8.2% | +18.8% | +21.1% |
| 3Y | +149.6% | +67.8% | +81.8% | +92.4% |
| All | +122.2% | +69.5% | +52.7% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling