+69.4%
ENB vs USFR
+20.4%
+49.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -1.1% | +0.3% | -1.3% | -1.1% |
| 3M | -8.5% | +1.0% | -9.4% | -8.5% |
| 6M | -4.5% | +1.9% | -6.5% | -4.4% |
| YTD | +9.1% | +2.7% | +6.4% | +9.5% |
| 1Y | +8.0% | +4.0% | +4.0% | +9.0% |
| 3Y | +77.8% | +14.0% | +63.8% | +97.0% |
| 5Y | +69.4% | +20.4% | +49.0% | +101.6% |
| All | +69.4% | +20.4% | +49.0% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling