+136.2%
ENB vs REPL
-6.0%
+142.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.8% |
| 7D | -0.2% | -3.0% | +2.7% | -0.2% |
| 30D | -2.2% | +27.1% | -29.4% | -2.7% |
| 3M | -10.5% | +52.4% | -62.9% | -11.9% |
| 6M | -5.1% | +107.4% | -112.5% | -9.4% |
| YTD | +9.0% | +54.7% | -45.8% | +4.8% |
| 1Y | +8.2% | +158.9% | -150.7% | +0.9% |
| 3Y | +67.8% | -23.7% | +91.5% | +53.5% |
| 5Y | +69.4% | -54.3% | +123.7% | +57.2% |
| All | +136.2% | -6.0% | +142.2% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling