+96.5%
ENB vs URA
+371.9%
-275.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.1% |
| 7D | -0.5% | +8.1% | -8.6% | -2.3% |
| 30D | -0.2% | +5.8% | -6.0% | -1.8% |
| 3M | -7.5% | +3.4% | -11.0% | -9.0% |
| 6M | -4.1% | -2.6% | -1.5% | -5.4% |
| YTD | +9.8% | +11.2% | -1.4% | +3.2% |
| 1Y | +8.7% | +19.8% | -11.1% | -1.7% |
| 3Y | +79.0% | +121.5% | -42.5% | +27.4% |
| 5Y | +69.1% | +134.5% | -65.4% | +10.2% |
| 10Y | +96.5% | +376.7% | -280.2% | -16.8% |
| All | +96.5% | +371.9% | -275.4% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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