+59.3%
ENB vs FIVE
+16.7%
+42.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +3.1% | +2.7% | +0.5% | +3.0% |
| 30D | +2.1% | +12.7% | -10.5% | +1.4% |
| 3M | -4.4% | +2.1% | -6.5% | -4.6% |
| 6M | -10.1% | +17.5% | -27.5% | -11.2% |
| YTD | +5.2% | +31.0% | -25.8% | +2.9% |
| 1Y | +4.2% | +67.7% | -63.5% | +0.2% |
| 3Y | +70.1% | +43.4% | +26.7% | +66.5% |
| All | +59.3% | +16.7% | +42.6% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling