+193.4%
B vs ENB
+103.5%
+89.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.7% |
| 7D | +2.3% | -0.5% | +2.8% | +2.5% |
| 30D | +1.4% | -0.2% | +1.6% | +1.3% |
| 3M | +12.2% | -7.5% | +19.7% | +14.4% |
| 6M | -2.1% | -4.1% | +2.0% | -1.4% |
| YTD | +2.9% | +9.8% | -6.9% | -0.5% |
| 1Y | +55.3% | +8.7% | +46.6% | +50.5% |
| 3Y | +198.7% | +79.0% | +119.7% | +152.1% |
| 5Y | +153.8% | +69.1% | +84.7% | +118.0% |
| 10Y | +193.4% | +96.5% | +96.9% | +173.7% |
| All | +193.4% | +103.5% | +89.9% | +173.7% |
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