+23.0%
ENB vs ADVB
-97.4%
+120.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.2% | +0.7% |
| 7D | -2.4% | -4.1% | +1.7% | -2.4% |
| 30D | +2.5% | -60.3% | +62.8% | +3.1% |
| 3M | -5.8% | -73.3% | +67.5% | -4.9% |
| 6M | -8.5% | -65.9% | +57.4% | -7.7% |
| YTD | +3.9% | -63.9% | +67.8% | +4.0% |
| 1Y | +3.7% | -74.1% | +77.8% | +4.6% |
| All | +23.0% | -97.4% | +120.4% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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