+803.7%
B vs ENB
+11,799.4%
-10,995.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.0% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | +9.4% | -2.2% | +11.7% | +10.0% |
| 3M | +5.0% | -10.5% | +15.5% | +8.0% |
| 6M | -3.5% | -5.1% | +1.5% | -2.5% |
| YTD | +4.5% | +9.0% | -4.5% | +1.4% |
| 1Y | +67.8% | +8.2% | +59.6% | +63.1% |
| 3Y | +196.7% | +67.8% | +128.9% | +155.4% |
| 5Y | +151.9% | +69.4% | +82.6% | +116.2% |
| 10Y | +202.2% | +117.5% | +84.6% | +132.1% |
| All | +803.7% | +11,799.4% | -10,995.6% | +360.9% |
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