+0.4%
DOW vs ENB
+108.3%
-107.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.6% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | +16.3% | +1.4% | +14.9% | +15.1% |
| 3M | +9.7% | -5.2% | +14.9% | +13.7% |
| 6M | -14.1% | -9.9% | -4.2% | -7.9% |
| YTD | +46.6% | +4.7% | +42.0% | +40.4% |
| 1Y | +56.8% | +2.8% | +54.1% | +51.9% |
| 3Y | -20.4% | +71.3% | -91.7% | -48.6% |
| 5Y | -27.4% | +58.6% | -86.0% | -51.0% |
| All | +0.4% | +108.3% | -107.9% | -42.4% |
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