+113.5%
ENB vs RUN
+68.6%
+44.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +3.1% | -13.5% | +16.6% | +4.0% |
| 30D | +2.1% | +18.3% | -16.2% | +0.7% |
| 3M | -4.4% | -12.5% | +8.0% | -4.0% |
| 6M | -10.1% | -40.3% | +30.3% | -7.7% |
| YTD | +5.2% | -53.1% | +58.3% | +8.4% |
| 1Y | +4.2% | -54.3% | +58.5% | +7.4% |
| 3Y | +70.1% | -6.5% | +76.6% | +48.2% |
| 5Y | +59.4% | -85.3% | +144.7% | +60.4% |
| All | +113.5% | +68.6% | +44.9% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling