+3,716.0%
ALL vs ENB
+9,717.0%
-6,001.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.7% |
| 3M | +23.6% | -10.5% | +34.1% | +28.5% |
| 6M | +22.3% | -5.1% | +27.4% | +24.4% |
| YTD | +26.5% | +9.0% | +17.6% | +22.0% |
| 1Y | +27.0% | +8.2% | +18.8% | +22.7% |
| 3Y | +149.6% | +67.8% | +81.8% | +104.8% |
| 5Y | +118.1% | +69.4% | +48.7% | +77.5% |
| 10Y | +369.0% | +117.5% | +251.4% | +237.4% |
| All | +3,716.0% | +9,717.0% | -6,001.0% | +1,145.9% |
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