+96.5%
ENB vs P
+712.4%
-615.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.6% |
| 7D | -0.5% | +7.8% | -8.3% | -1.3% |
| 30D | -0.2% | +12.3% | -12.5% | -1.7% |
| 3M | -7.5% | +37.1% | -44.6% | -11.3% |
| 6M | -4.1% | +66.1% | -70.2% | -10.7% |
| YTD | +9.8% | +50.9% | -41.1% | +2.9% |
| 1Y | +8.7% | +27.2% | -18.5% | +2.8% |
| 3Y | +79.0% | +158.7% | -79.7% | +44.5% |
| 5Y | +69.1% | +291.1% | -222.0% | +22.7% |
| 10Y | +96.5% | +715.0% | -618.5% | +16.8% |
| All | +96.5% | +712.4% | -615.9% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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