+53.2%
ENB vs A
+15.8%
+37.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +0.9% |
| 7D | -2.4% | +1.4% | -3.8% | -2.6% |
| 30D | +2.5% | +4.3% | -1.8% | +1.9% |
| 3M | -5.8% | +19.8% | -25.6% | -8.1% |
| 6M | -8.5% | +54.4% | -62.9% | -14.1% |
| YTD | +3.9% | +31.7% | -27.8% | -0.3% |
| 1Y | +3.7% | +22.4% | -18.8% | +0.7% |
| 3Y | +70.1% | +67.7% | +2.4% | +50.8% |
| 5Y | +53.2% | +15.7% | +37.5% | +40.7% |
| All | +53.2% | +15.8% | +37.4% | +40.7% |
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 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