+2,371.3%
D vs ENB
+11,039.2%
-8,667.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.9% |
| 7D | +3.0% | -5.2% | +8.2% | +4.3% |
| 30D | +11.5% | +2.2% | +9.3% | +10.9% |
| 3M | +3.7% | -8.1% | +11.8% | +5.8% |
| 6M | +13.5% | -11.2% | +24.7% | +16.7% |
| YTD | +20.7% | +2.0% | +18.7% | +20.1% |
| 1Y | +18.2% | +4.1% | +14.2% | +17.1% |
| 3Y | +73.3% | +64.7% | +8.6% | +54.4% |
| 5Y | +12.3% | +46.6% | -34.3% | +2.5% |
| 10Y | +43.4% | +102.7% | -59.3% | +19.2% |
| All | +2,371.3% | +11,039.2% | -8,667.8% | +1,400.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling