+117.1%
ENB vs RUN
-31.9%
+149.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | -0.2% | +1.3% | -1.5% | -0.3% |
| 30D | -2.2% | -15.3% | +13.0% | -1.3% |
| 3M | -10.5% | -40.0% | +29.5% | -7.8% |
| 6M | -5.1% | -27.0% | +21.9% | -3.9% |
| YTD | +9.0% | -51.7% | +60.6% | +12.3% |
| 1Y | +8.2% | -45.9% | +54.1% | +9.8% |
| 3Y | +67.8% | -43.8% | +111.5% | +55.1% |
| 5Y | +69.4% | -80.5% | +149.9% | +64.1% |
| 10Y | +117.5% | +45.3% | +72.3% | +52.6% |
| All | +117.1% | -31.9% | +149.1% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling