+24.0%
B vs ENB
+3.3%
+20.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +4.2% |
| 7D | +11.3% | -3.7% | +15.0% | +11.2% |
| 30D | +2.9% | +1.7% | +1.2% | +2.8% |
| 3M | -2.9% | -6.3% | +3.4% | -3.2% |
| 6M | -1.2% | -9.2% | +8.0% | -1.9% |
| YTD | -1.3% | +3.1% | -4.4% | -3.5% |
| All | +24.0% | +3.3% | +20.7% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling