+208.6%
B vs ENB
+99.3%
+109.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.8% | -6.9% | -6.3% |
| 7D | +7.1% | -2.4% | +9.5% | +7.8% |
| 30D | -3.3% | +2.5% | -5.8% | -4.1% |
| 3M | -2.5% | -5.8% | +3.2% | -1.1% |
| 6M | -7.2% | -8.5% | +1.3% | -5.3% |
| YTD | -7.4% | +3.9% | -11.2% | -9.1% |
| 1Y | +16.4% | +3.7% | +12.7% | +14.3% |
| 3Y | +178.7% | +70.1% | +108.7% | +139.5% |
| 5Y | +121.7% | +53.2% | +68.5% | +95.5% |
| 10Y | +208.6% | +100.2% | +108.4% | +161.6% |
| All | +208.6% | +99.3% | +109.4% | +161.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling