+69.4%
ENB vs RUN
-80.3%
+149.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.5% |
| 7D | -0.3% | -1.8% | +1.5% | -0.3% |
| 30D | -1.1% | -10.8% | +9.8% | -0.7% |
| 3M | -8.5% | -30.2% | +21.7% | -7.5% |
| 6M | -4.5% | -22.3% | +17.8% | -4.2% |
| YTD | +9.1% | -52.2% | +61.3% | +11.0% |
| 1Y | +8.0% | -45.1% | +53.1% | +8.7% |
| 3Y | +77.8% | -37.1% | +114.9% | +67.0% |
| 5Y | +69.4% | -80.3% | +149.6% | +62.9% |
| All | +69.4% | -80.3% | +149.6% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling