+69.1%
ENB vs A
-14.2%
+83.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.4% | +1.1% |
| 7D | -0.5% | -2.1% | +1.6% | -0.2% |
| 30D | -0.2% | +0.6% | -0.8% | -0.4% |
| 3M | -7.5% | +10.9% | -18.4% | -8.9% |
| 6M | -4.1% | +28.2% | -32.3% | -7.8% |
| YTD | +9.8% | +8.6% | +1.2% | +8.1% |
| 1Y | +8.7% | +15.5% | -6.8% | +5.6% |
| 3Y | +79.0% | +31.8% | +47.2% | +65.3% |
| 5Y | +69.1% | -14.9% | +84.0% | +59.5% |
| All | +69.1% | -14.2% | +83.3% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling