+99.9%
ENB vs RACE
+658.9%
-559.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.1% | -2.1% |
| 7D | -5.2% | +5.1% | -10.3% | -6.6% |
| 30D | +2.2% | +7.7% | -5.5% | 0.0% |
| 3M | -8.1% | +2.2% | -10.2% | -8.9% |
| 6M | -11.2% | +23.8% | -34.9% | -17.3% |
| YTD | +2.0% | +13.9% | -11.9% | -3.5% |
| 1Y | +4.1% | +3.8% | +0.3% | +1.3% |
| 3Y | +64.7% | +28.0% | +36.7% | +42.8% |
| 5Y | +46.6% | +64.9% | -18.3% | +13.2% |
| 10Y | +102.7% | +780.4% | -677.7% | -16.8% |
| All | +99.9% | +658.9% | -559.0% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling