+3,646.0%
ALL vs ENB
+9,089.8%
-5,443.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -1.9% | -3.5% |
| 7D | -1.9% | -5.2% | +3.2% | 0.0% |
| 30D | +13.8% | +2.2% | +11.6% | +12.9% |
| 3M | -7.0% | -8.1% | +1.1% | -4.1% |
| 6M | +18.0% | -11.2% | +29.2% | +23.0% |
| YTD | +24.2% | +2.0% | +22.2% | +22.7% |
| 1Y | +31.2% | +4.1% | +27.1% | +28.6% |
| 3Y | +107.5% | +64.7% | +42.8% | +71.7% |
| 5Y | +144.8% | +46.6% | +98.2% | +110.0% |
| 10Y | +375.8% | +102.7% | +273.1% | +251.8% |
| All | +3,646.0% | +9,089.8% | -5,443.8% | +1,152.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling