+93.2%
ENB vs TRU
+238.0%
-144.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.1% | +0.5% |
| 7D | -0.2% | -6.8% | +6.5% | +1.3% |
| 30D | -2.2% | 0.0% | -2.3% | -2.4% |
| 3M | -10.5% | +13.3% | -23.8% | -13.5% |
| 6M | -5.1% | +3.4% | -8.5% | -6.8% |
| YTD | +9.0% | -6.4% | +15.3% | +8.8% |
| 1Y | +8.2% | -9.7% | +17.9% | +8.4% |
| 3Y | +67.8% | +0.1% | +67.6% | +55.2% |
| 5Y | +69.4% | -34.0% | +103.4% | +75.7% |
| 10Y | +117.5% | +147.9% | -30.4% | +44.2% |
| All | +93.2% | +238.0% | -144.8% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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