+80.5%
ENB vs PL
+46.3%
+34.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -1.8% | +13.4% | -15.1% | -2.3% |
| 30D | +2.0% | -10.2% | +12.2% | +2.3% |
| 3M | -5.8% | -39.5% | +33.7% | -4.2% |
| 6M | -9.7% | -65.7% | +56.0% | -6.4% |
| YTD | +4.2% | -27.3% | +31.5% | +3.4% |
| 1Y | +3.2% | +15.0% | -11.8% | -0.2% |
| 3Y | +70.6% | +560.8% | -490.2% | +41.9% |
| 5Y | +55.1% | +38.4% | +16.7% | +40.2% |
| All | +80.5% | +46.3% | +34.2% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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