+15.7%
BABA vs ENB
+99.3%
-83.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.8% |
| 7D | +2.4% | -2.4% | +4.8% | +3.2% |
| 30D | -7.8% | +2.5% | -10.3% | -8.7% |
| 3M | -22.4% | -5.8% | -16.6% | -20.8% |
| 6M | -26.0% | -8.5% | -17.5% | -24.0% |
| YTD | -29.3% | +3.9% | -33.2% | -31.2% |
| 1Y | -37.5% | +3.7% | -41.2% | -39.2% |
| 3Y | +31.9% | +70.1% | -38.1% | +5.6% |
| 5Y | -33.4% | +53.2% | -86.6% | -44.5% |
| 10Y | +15.7% | +100.2% | -84.5% | -15.7% |
| All | +15.7% | +99.3% | -83.6% | -15.7% |
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