+9.4%
ENB vs A
+24.4%
-15.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | +0.5% | -2.4% | +2.8% | +0.3% |
| 30D | +6.0% | +3.6% | +2.4% | +6.2% |
| 3M | -7.4% | +27.5% | -34.9% | -6.0% |
| 6M | -8.5% | +58.5% | -67.0% | -5.8% |
| YTD | +6.1% | +31.2% | -25.1% | +5.5% |
| 1Y | +9.4% | +22.2% | -12.8% | +8.7% |
| All | +9.4% | +24.4% | -15.0% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling