+64.7%
ENB vs M
+100.8%
-36.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -2.4% |
| 7D | -5.2% | -4.3% | -0.9% | -5.1% |
| 30D | +2.2% | +1.3% | +0.9% | +2.1% |
| 3M | -8.1% | -7.4% | -0.7% | -7.9% |
| 6M | -11.2% | +18.3% | -29.5% | -11.6% |
| YTD | +2.0% | +7.6% | -5.6% | +1.7% |
| 1Y | +4.1% | +17.4% | -13.3% | +3.3% |
| 3Y | +64.7% | +108.4% | -43.6% | +57.5% |
| All | +64.7% | +100.8% | -36.1% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling