+11,245.8%
ENB vs RVTY
+2,976.2%
+8,269.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -2.4% | -2.7% | +0.3% | -2.1% |
| 30D | +2.5% | +3.2% | -0.7% | +2.0% |
| 3M | -5.8% | +37.2% | -43.0% | -9.7% |
| 6M | -8.5% | +57.7% | -66.2% | -14.1% |
| YTD | +3.9% | +64.8% | -61.0% | -3.5% |
| 1Y | +3.7% | +72.8% | -69.1% | -4.4% |
| 3Y | +70.1% | +89.8% | -19.7% | +52.6% |
| 5Y | +53.2% | -8.4% | +61.6% | +49.5% |
| 10Y | +100.2% | +219.5% | -119.3% | +66.2% |
| All | +11,245.8% | +2,976.2% | +8,269.7% | +8,264.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling