+113.8%
ENB vs ROIV
+232.7%
-118.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.9% |
| 7D | -0.2% | +0.6% | -0.9% | -0.2% |
| 30D | -2.2% | +1.0% | -3.2% | -2.3% |
| 3M | -10.5% | +18.3% | -28.8% | -11.0% |
| 6M | -5.1% | +18.3% | -23.4% | -5.6% |
| YTD | +9.0% | +61.0% | -52.0% | +7.2% |
| 1Y | +8.2% | +177.9% | -169.7% | +4.5% |
| 3Y | +67.8% | +199.1% | -131.3% | +61.0% |
| 5Y | +69.4% | +250.7% | -181.3% | +53.3% |
| All | +113.8% | +232.7% | -118.8% | +90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling