+49.9%
ENB vs P
+247.4%
-197.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.1% | -2.6% |
| 7D | -5.2% | -23.8% | +18.6% | -4.5% |
| 30D | +2.2% | -36.6% | +38.8% | +3.5% |
| 3M | -8.1% | +10.9% | -18.9% | -8.7% |
| 6M | -11.2% | +30.0% | -41.2% | -12.5% |
| YTD | +2.0% | +44.4% | -42.4% | -0.2% |
| 1Y | +4.1% | +3.9% | +0.1% | +3.0% |
| 3Y | +64.7% | +176.6% | -111.8% | +47.2% |
| All | +49.9% | +247.4% | -197.5% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling