+43.8%
D vs ENB
+99.8%
-56.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.0% |
| 7D | +0.8% | -3.7% | +4.4% | +2.3% |
| 30D | +10.7% | +1.7% | +9.0% | +9.9% |
| 3M | +2.3% | -6.3% | +8.6% | +4.9% |
| 6M | +12.5% | -9.2% | +21.7% | +16.8% |
| YTD | +20.1% | +3.1% | +17.0% | +18.4% |
| 1Y | +15.6% | +3.4% | +12.2% | +13.8% |
| 3Y | +75.2% | +68.9% | +6.2% | +42.6% |
| 5Y | +14.6% | +51.7% | -37.1% | -3.4% |
| 10Y | +43.8% | +98.3% | -54.6% | +4.6% |
| All | +43.8% | +99.8% | -56.0% | +4.6% |
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 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