+15.2%
D vs ENB
+46.5%
-31.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.1% |
| 7D | +3.0% | -5.2% | +8.2% | +6.0% |
| 30D | +11.5% | +2.2% | +9.3% | +10.1% |
| 3M | +3.7% | -8.1% | +11.8% | +8.5% |
| 6M | +13.5% | -11.2% | +24.7% | +21.0% |
| YTD | +20.7% | +2.0% | +18.7% | +18.8% |
| 1Y | +18.2% | +4.1% | +14.2% | +14.9% |
| 3Y | +73.3% | +64.7% | +8.6% | +29.8% |
| All | +15.2% | +46.5% | -31.3% | -6.0% |
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