+23.9%
ENB vs ADVB
-97.6%
+121.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.5% | +8.2% | -1.3% |
| 7D | -2.4% | -28.0% | +25.7% | -2.2% |
| 30D | +3.4% | -70.2% | +73.6% | +4.2% |
| 3M | -6.1% | -76.1% | +70.0% | -5.2% |
| 6M | -10.0% | -72.3% | +62.3% | -9.0% |
| YTD | +4.7% | -67.5% | +72.1% | +4.9% |
| 1Y | +7.5% | -78.6% | +86.1% | +8.7% |
| All | +23.9% | -97.6% | +121.6% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling