+73.5%
ENB vs S
-57.8%
+131.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.0% | +0.8% |
| 7D | -0.5% | -5.8% | +5.3% | -0.3% |
| 30D | -0.2% | -9.2% | +9.0% | 0.0% |
| 3M | -7.5% | +23.4% | -30.9% | -8.3% |
| 6M | -4.1% | +36.9% | -41.1% | -5.3% |
| YTD | +9.8% | +29.5% | -19.7% | +8.5% |
| 1Y | +8.7% | +5.4% | +3.3% | +8.2% |
| 3Y | +79.0% | +14.7% | +64.3% | +75.6% |
| 5Y | +69.1% | -71.5% | +140.6% | +67.1% |
| All | +73.5% | -57.8% | +131.3% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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