+69.2%
ENB vs USFR
+14.3%
+54.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +1.4% | +0.4% | +1.0% | +1.2% |
| 3M | -5.2% | +1.0% | -6.2% | -6.1% |
| 6M | -9.9% | +2.0% | -12.0% | -11.6% |
| YTD | +4.7% | +3.4% | +1.2% | +2.2% |
| 1Y | +2.8% | +4.1% | -1.3% | +0.5% |
| All | +69.2% | +14.3% | +54.9% | +169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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