+96.5%
ENB vs FIVE
+475.1%
-378.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.7% |
| 7D | -0.5% | +3.7% | -4.1% | -1.0% |
| 30D | -0.2% | +4.0% | -4.2% | -0.9% |
| 3M | -7.5% | +36.2% | -43.7% | -11.9% |
| 6M | -4.1% | +18.0% | -22.2% | -7.3% |
| YTD | +9.8% | +34.9% | -25.1% | +3.8% |
| 1Y | +8.7% | +67.9% | -59.2% | -1.1% |
| 3Y | +79.0% | +57.3% | +21.7% | +58.7% |
| 5Y | +69.1% | +39.5% | +29.6% | +48.1% |
| 10Y | +96.5% | +496.4% | -399.9% | +33.0% |
| All | +96.5% | +475.1% | -378.6% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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