+59.3%
ENB vs ROIV
+380.3%
-321.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.5% |
| 7D | +3.1% | +1.7% | +1.4% | +3.1% |
| 30D | +2.1% | +17.6% | -15.5% | +1.5% |
| 3M | -4.4% | +9.0% | -13.4% | -4.8% |
| 6M | -10.1% | +35.3% | -45.3% | -11.1% |
| YTD | +5.2% | +82.2% | -77.0% | +2.6% |
| 1Y | +4.2% | +92.3% | -88.0% | +1.5% |
| 3Y | +70.1% | +336.8% | -266.7% | +60.2% |
| All | +59.3% | +380.3% | -321.0% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 5y: compounded portfolio wealth divided by compounded ROIV 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…
5y analysis · Full analysis span regression · 6 months rolling