+41.6%
D vs ENB
+100.6%
-59.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.5% |
| 7D | +3.0% | -5.2% | +8.2% | +5.2% |
| 30D | +11.5% | +2.2% | +9.3% | +10.5% |
| 3M | +3.7% | -8.1% | +11.8% | +7.2% |
| 6M | +13.5% | -11.2% | +24.7% | +18.9% |
| YTD | +20.7% | +2.0% | +18.7% | +19.6% |
| 1Y | +18.2% | +4.1% | +14.2% | +16.1% |
| 3Y | +73.3% | +64.7% | +8.6% | +42.4% |
| 5Y | +12.3% | +46.6% | -34.3% | -4.2% |
| All | +41.6% | +100.6% | -59.0% | +3.6% |
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