+8.0%
ENB vs GEN
+0.6%
+7.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.3% | -2.9% | +2.6% | -0.4% |
| 30D | -1.1% | +2.1% | -3.1% | -1.0% |
| 3M | -8.5% | +19.7% | -28.2% | -7.8% |
| 6M | -4.5% | +33.3% | -37.8% | -2.7% |
| YTD | +9.1% | +11.1% | -2.0% | +11.9% |
| 1Y | +8.0% | +3.0% | +5.0% | +12.4% |
| All | +8.0% | +0.6% | +7.4% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 1y: compounded portfolio wealth divided by compounded GEN 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…
1y analysis · Full analysis span regression · 6 months rolling