+114.5%
ENB vs P
+449.6%
-335.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -16.4% | +15.0% | +0.3% |
| 7D | -2.4% | -31.9% | +29.5% | +1.4% |
| 30D | +3.4% | -36.5% | +39.9% | +7.9% |
| 3M | -6.1% | +11.6% | -17.7% | -8.3% |
| 6M | -10.0% | +25.2% | -35.3% | -14.1% |
| YTD | +4.7% | +39.4% | -34.8% | -2.0% |
| 1Y | +7.5% | -3.7% | +11.2% | +4.4% |
| 3Y | +69.1% | +167.3% | -98.1% | +34.7% |
| 5Y | +50.4% | +237.3% | -186.9% | +11.7% |
| 10Y | +108.0% | +698.6% | -590.7% | +25.5% |
| All | +114.5% | +449.6% | -335.2% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling