+35.3%
D vs ENB
+103.5%
-68.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | +0.8% | -0.5% | +1.2% | +1.0% |
| 30D | -0.7% | -0.2% | -0.5% | -0.7% |
| 3M | +2.1% | -7.5% | +9.6% | +5.2% |
| 6M | +6.8% | -4.1% | +11.0% | +8.6% |
| YTD | +16.5% | +9.8% | +6.7% | +12.1% |
| 1Y | +19.2% | +8.7% | +10.5% | +15.1% |
| 3Y | +61.9% | +79.0% | -17.1% | +28.8% |
| 5Y | +6.5% | +69.1% | -62.5% | -13.7% |
| 10Y | +35.3% | +96.5% | -61.2% | -0.4% |
| All | +35.3% | +103.5% | -68.2% | -0.4% |
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