+68.9%
ENB vs REPL
+91.4%
-22.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | +1.1% |
| 7D | -3.7% | +14.2% | -17.9% | -3.6% |
| 30D | +1.7% | +65.9% | -64.2% | +1.8% |
| 3M | -6.3% | +84.6% | -90.9% | -6.2% |
| 6M | -9.2% | +446.9% | -456.1% | -9.0% |
| YTD | +3.1% | +129.0% | -125.9% | +3.3% |
| 1Y | +3.4% | +167.9% | -164.5% | +3.5% |
| 3Y | +68.9% | +93.9% | -25.0% | +66.4% |
| All | +68.9% | +91.4% | -22.5% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling