+10,491.9%
ENB vs M
+396.5%
+10,095.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.4% | -1.2% |
| 7D | -0.2% | +4.7% | -4.9% | -0.8% |
| 30D | -2.2% | -9.6% | +7.4% | -1.1% |
| 3M | -10.5% | +0.9% | -11.4% | -10.8% |
| 6M | -5.1% | +22.3% | -27.3% | -7.8% |
| YTD | +9.0% | +6.5% | +2.4% | +7.2% |
| 1Y | +8.2% | +38.8% | -30.6% | +2.7% |
| 3Y | +67.8% | +115.9% | -48.1% | +45.6% |
| 5Y | +69.4% | +28.6% | +40.7% | +50.8% |
| 10Y | +117.5% | -2.5% | +120.1% | +78.5% |
| All | +10,491.9% | +396.5% | +10,095.4% | +6,911.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling