+15.8%
BABA vs ENB
+99.8%
-84.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.1% |
| 7D | +3.8% | -3.7% | +7.5% | +5.2% |
| 30D | -5.4% | +1.7% | -7.1% | -6.1% |
| 3M | -17.9% | -6.3% | -11.6% | -16.1% |
| 6M | -24.1% | -9.2% | -14.9% | -21.8% |
| YTD | -27.4% | +3.1% | -30.6% | -29.2% |
| 1Y | -36.1% | +3.4% | -39.4% | -37.7% |
| 3Y | +35.4% | +68.9% | -33.6% | +8.6% |
| 5Y | -30.1% | +51.7% | -81.8% | -41.5% |
| 10Y | +15.8% | +98.3% | -82.5% | -15.3% |
| All | +15.8% | +99.8% | -84.0% | -15.3% |
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