+656.3%
ENB vs UUUU
-91.9%
+748.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.7% |
| 7D | -0.5% | +2.8% | -3.3% | -0.7% |
| 30D | -0.2% | +3.4% | -3.6% | -0.6% |
| 3M | -7.5% | -3.9% | -3.6% | -7.7% |
| 6M | -4.1% | -23.2% | +19.0% | -3.5% |
| YTD | +9.8% | +0.6% | +9.3% | +7.6% |
| 1Y | +8.7% | +22.9% | -14.2% | +3.9% |
| 3Y | +79.0% | +98.6% | -19.6% | +61.0% |
| 5Y | +69.1% | +130.2% | -61.1% | +46.4% |
| 10Y | +96.5% | +519.5% | -423.0% | +48.8% |
| All | +656.3% | -91.9% | +748.2% | +470.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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