+64.7%
ENB vs FIVE
+34.8%
+29.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -5.2% | -0.3% | -4.9% | -5.2% |
| 30D | +2.2% | +17.7% | -15.5% | +2.0% |
| 3M | -8.1% | +4.0% | -12.0% | -8.1% |
| 6M | -11.2% | +2.6% | -13.8% | -11.2% |
| YTD | +2.0% | +27.6% | -25.6% | +1.5% |
| 1Y | +4.1% | +59.9% | -55.9% | +3.1% |
| 3Y | +64.7% | +35.8% | +29.0% | +69.1% |
| All | +64.7% | +34.8% | +29.9% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling