+11,329.0%
ENB vs RVTY
+2,936.0%
+8,393.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | 0.0% | +4.1% | -4.1% | -0.5% |
| 30D | +1.4% | +1.3% | +0.1% | +1.1% |
| 3M | -5.2% | +33.3% | -38.4% | -8.8% |
| 6M | -9.9% | +58.3% | -68.2% | -15.5% |
| YTD | +4.7% | +62.7% | -58.0% | -2.6% |
| 1Y | +2.8% | +67.2% | -64.5% | -4.8% |
| 3Y | +71.3% | +87.3% | -16.0% | +54.0% |
| 5Y | +58.6% | -13.4% | +72.0% | +55.9% |
| 10Y | +108.5% | +217.2% | -108.7% | +73.2% |
| All | +11,329.0% | +2,936.0% | +8,393.0% | +8,339.1% |
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