+69.1%
ENB vs RVTY
-32.1%
+101.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.0% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | -0.2% | +10.8% | -11.0% | -1.3% |
| 3M | -7.5% | +26.8% | -34.3% | -10.0% |
| 6M | -4.1% | +39.3% | -43.5% | -8.0% |
| YTD | +9.8% | +31.6% | -21.8% | +5.8% |
| 1Y | +8.7% | +47.7% | -39.0% | +2.7% |
| 3Y | +79.0% | +19.9% | +59.1% | +71.1% |
| 5Y | +69.1% | -32.3% | +101.4% | +74.5% |
| All | +69.1% | -32.1% | +101.2% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling