+100.5%
ENB vs A
+236.6%
-136.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.3% |
| 7D | -0.3% | -4.4% | +4.1% | +0.9% |
| 30D | -1.1% | -2.7% | +1.6% | -0.5% |
| 3M | -8.5% | +7.0% | -15.5% | -10.5% |
| 6M | -4.5% | +24.6% | -29.2% | -11.3% |
| YTD | +9.1% | +7.0% | +2.1% | +5.6% |
| 1Y | +8.0% | +15.6% | -7.6% | +1.5% |
| 3Y | +77.8% | +29.9% | +47.9% | +54.5% |
| 5Y | +69.4% | -15.4% | +84.7% | +70.7% |
| 10Y | +100.5% | +248.9% | -148.4% | +10.1% |
| All | +100.5% | +236.6% | -136.2% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling