+72.2%
ENB vs S
-56.8%
+129.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -0.2% | -7.7% | +7.5% | 0.0% |
| 30D | -2.2% | -5.3% | +3.1% | -2.1% |
| 3M | -10.5% | +20.3% | -30.8% | -11.2% |
| 6M | -5.1% | +47.4% | -52.4% | -6.5% |
| YTD | +9.0% | +32.5% | -23.6% | +7.6% |
| 1Y | +8.2% | +9.5% | -1.3% | +7.5% |
| 3Y | +67.8% | +15.5% | +52.2% | +64.6% |
| 5Y | +69.4% | -71.2% | +140.6% | +67.2% |
| All | +72.2% | -56.8% | +129.0% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling