+98.3%
ENB vs RACE
+738.3%
-639.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -3.7% | +3.9% | -7.6% | -4.7% |
| 30D | +1.7% | +7.4% | -5.7% | -0.3% |
| 3M | -6.3% | +1.6% | -7.9% | -7.0% |
| 6M | -9.2% | +23.3% | -32.5% | -15.2% |
| YTD | +3.1% | +14.7% | -11.6% | -2.4% |
| 1Y | +3.4% | +2.5% | +0.8% | +1.2% |
| 3Y | +68.9% | +28.0% | +41.0% | +46.6% |
| 5Y | +51.7% | +69.8% | -18.1% | +15.8% |
| 10Y | +98.3% | +734.9% | -636.5% | -5.8% |
| All | +98.3% | +738.3% | -639.9% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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