+100.2%
ENB vs M
-3.0%
+103.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | -2.4% | +5.0% | -7.4% | -3.1% |
| 30D | +2.5% | +10.6% | -8.1% | +1.0% |
| 3M | -5.8% | +1.6% | -7.4% | -6.3% |
| 6M | -8.5% | +30.8% | -39.3% | -12.2% |
| YTD | +3.9% | +16.9% | -13.0% | +0.7% |
| 1Y | +3.7% | +26.3% | -22.6% | -0.7% |
| 3Y | +70.1% | +158.6% | -88.6% | +41.3% |
| 5Y | +53.2% | +2.1% | +51.1% | +40.3% |
| 10Y | +100.2% | -4.3% | +104.5% | +37.1% |
| All | +100.2% | -3.0% | +103.3% | +37.1% |
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