+167.3%
B vs ENB
+71.3%
+96.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.3% |
| 7D | -6.2% | 0.0% | -6.2% | -6.2% |
| 30D | -6.6% | +1.4% | -8.0% | -7.4% |
| 3M | -7.9% | -5.2% | -2.7% | -5.9% |
| 6M | -16.8% | -9.9% | -6.9% | -13.3% |
| YTD | -11.7% | +4.7% | -16.3% | -17.3% |
| 1Y | +3.5% | +2.8% | +0.7% | -1.8% |
| All | +167.3% | +71.3% | +96.0% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling