+83.0%
ENB vs COMP
-52.8%
+135.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.5% |
| 7D | 0.0% | +8.9% | -8.9% | -0.5% |
| 30D | +1.4% | +14.0% | -12.6% | +0.6% |
| 3M | -5.2% | -21.1% | +15.9% | -4.3% |
| 6M | -9.9% | +20.1% | -30.0% | -11.4% |
| YTD | +4.7% | -5.0% | +9.7% | +3.7% |
| 1Y | +2.8% | +5.7% | -2.9% | +1.1% |
| 3Y | +71.3% | +412.2% | -340.9% | +46.8% |
| 5Y | +58.6% | -12.1% | +70.7% | +42.1% |
| All | +83.0% | -52.8% | +135.7% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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