+719.1%
B vs ENB
+11,039.2%
-10,320.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +1.3% |
| 7D | +9.6% | -5.2% | +14.8% | +11.2% |
| 30D | +3.5% | +2.2% | +1.3% | +2.8% |
| 3M | -1.6% | -8.1% | +6.5% | +0.5% |
| 6M | -1.7% | -11.2% | +9.5% | +1.2% |
| YTD | -5.3% | +2.0% | -7.3% | -6.5% |
| 1Y | +27.2% | +4.1% | +23.2% | +25.0% |
| 3Y | +166.1% | +64.7% | +101.4% | +130.4% |
| 5Y | +136.5% | +46.6% | +89.9% | +110.8% |
| 10Y | +172.2% | +102.7% | +69.5% | +113.0% |
| All | +719.1% | +11,039.2% | -10,320.1% | +325.2% |
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