+136.2%
ENB vs USFR
+27.5%
+108.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -2.2% | +0.3% | -2.5% | -2.3% |
| 3M | -10.5% | +1.0% | -11.5% | -10.8% |
| 6M | -5.1% | +1.9% | -7.0% | -5.7% |
| YTD | +9.0% | +2.6% | +6.3% | +8.0% |
| 1Y | +8.2% | +4.0% | +4.2% | +6.7% |
| 3Y | +67.8% | +14.1% | +53.7% | +60.4% |
| 5Y | +69.4% | +20.4% | +49.0% | +58.9% |
| 10Y | +117.5% | +28.0% | +89.5% | +100.6% |
| All | +136.2% | +27.5% | +108.7% | +115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling