+59.3%
ENB vs M
-3.3%
+62.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | +3.1% | +7.0% | -3.9% | +2.6% |
| 30D | +2.1% | +8.9% | -6.8% | +1.4% |
| 3M | -4.4% | +4.5% | -8.9% | -4.9% |
| 6M | -10.1% | +36.2% | -46.3% | -12.6% |
| YTD | +5.2% | +15.1% | -9.9% | +3.4% |
| 1Y | +4.2% | +27.4% | -23.2% | +1.4% |
| 3Y | +70.1% | +160.1% | -90.1% | +48.5% |
| All | +59.3% | -3.3% | +62.6% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling