+9,815.2%
ENB vs M
+401.4%
+9,413.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -2.0% |
| 7D | -5.2% | -4.3% | -0.9% | -4.8% |
| 30D | +2.2% | +1.3% | +0.9% | +1.9% |
| 3M | -8.1% | -7.4% | -0.7% | -7.4% |
| 6M | -11.2% | +18.3% | -29.5% | -13.5% |
| YTD | +2.0% | +7.6% | -5.6% | 0.0% |
| 1Y | +4.1% | +17.4% | -13.3% | +0.8% |
| 3Y | +64.7% | +108.4% | -43.6% | +43.5% |
| 5Y | +46.6% | -10.6% | +57.2% | +37.3% |
| 10Y | +102.7% | -3.2% | +105.9% | +66.2% |
| All | +9,815.2% | +401.4% | +9,413.8% | +6,442.3% |
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