+111.5%
ENB vs M
-6.5%
+118.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -1.8% | -3.3% | +1.5% | -1.4% |
| 30D | +2.0% | +8.1% | -6.0% | +0.9% |
| 3M | -5.8% | +2.2% | -8.0% | -6.4% |
| 6M | -9.7% | +35.1% | -44.8% | -13.7% |
| YTD | +4.2% | +15.8% | -11.6% | +1.1% |
| 1Y | +3.2% | +25.8% | -22.6% | -1.1% |
| 3Y | +70.6% | +156.2% | -85.6% | +41.9% |
| 5Y | +55.1% | -2.4% | +57.5% | +43.1% |
| All | +111.5% | -6.5% | +118.1% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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