+4.2%
ENB vs S
+30.9%
-26.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +3.1% | +2.0% | +1.1% | +3.2% |
| 30D | +2.1% | -2.7% | +4.8% | +2.1% |
| 3M | -4.4% | -6.9% | +2.5% | -4.6% |
| 6M | -10.1% | +38.1% | -48.1% | -8.6% |
| YTD | +5.2% | +48.0% | -42.8% | +7.3% |
| 1Y | +4.2% | +34.5% | -30.2% | +6.3% |
| All | +4.2% | +30.9% | -26.7% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling