+100.5%
ENB vs RVTY
+134.6%
-34.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | -0.1% |
| 7D | -0.3% | -5.4% | +5.1% | +0.8% |
| 30D | -1.1% | +6.7% | -7.8% | -2.5% |
| 3M | -8.5% | +19.0% | -27.5% | -12.0% |
| 6M | -4.5% | +34.6% | -39.2% | -11.1% |
| YTD | +9.1% | +28.3% | -19.2% | +2.1% |
| 1Y | +8.0% | +46.0% | -38.1% | -2.5% |
| 3Y | +77.8% | +16.9% | +60.9% | +63.7% |
| 5Y | +69.4% | -32.9% | +102.3% | +79.9% |
| 10Y | +100.5% | +141.6% | -41.2% | +25.7% |
| All | +100.5% | +134.6% | -34.1% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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