+7.8%
D vs ENB
+69.5%
-61.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | 0.0% |
| 7D | +1.5% | -0.2% | +1.7% | +1.6% |
| 30D | -2.6% | -2.2% | -0.3% | -1.4% |
| 3M | 0.0% | -10.5% | +10.5% | +6.2% |
| 6M | +7.4% | -5.1% | +12.4% | +10.3% |
| YTD | +15.9% | +9.0% | +6.9% | +10.1% |
| 1Y | +18.1% | +8.2% | +9.9% | +12.6% |
| 3Y | +58.4% | +67.8% | -9.4% | +17.8% |
| All | +7.8% | +69.5% | -61.7% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling