+96.5%
ENB vs M
-6.4%
+102.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.1% |
| 7D | -0.5% | +2.4% | -2.8% | -0.8% |
| 30D | -0.2% | -11.6% | +11.4% | +1.3% |
| 3M | -7.5% | +1.6% | -9.1% | -8.0% |
| 6M | -4.1% | +25.2% | -29.3% | -7.4% |
| YTD | +9.8% | +3.8% | +6.1% | +8.3% |
| 1Y | +8.7% | +36.3% | -27.6% | +3.0% |
| 3Y | +79.0% | +116.3% | -37.3% | +52.5% |
| 5Y | +69.1% | +28.2% | +40.9% | +48.0% |
| 10Y | +96.5% | -3.4% | +99.9% | +35.4% |
| All | +96.5% | -6.4% | +102.9% | +35.4% |
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