+64.7%
ENB vs S
+34.5%
+30.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.2% | -2.5% |
| 7D | -5.2% | -13.4% | +8.2% | -5.1% |
| 30D | +2.2% | -14.0% | +16.2% | +2.3% |
| 3M | -8.1% | +4.9% | -12.9% | -8.1% |
| 6M | -11.2% | +42.0% | -53.2% | -11.6% |
| YTD | +2.0% | +45.1% | -43.1% | +1.5% |
| 1Y | +4.1% | +33.1% | -29.0% | +3.8% |
| 3Y | +64.7% | +40.6% | +24.1% | +58.4% |
| All | +64.7% | +34.5% | +30.3% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling