+107.1%
ENB vs Z
+10.9%
+96.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | +0.7% |
| 7D | -3.7% | -5.2% | +1.5% | -3.2% |
| 30D | +1.7% | +5.7% | -4.0% | +0.8% |
| 3M | -6.3% | -8.7% | +2.5% | -5.9% |
| 6M | -9.2% | -26.0% | +16.8% | -7.0% |
| YTD | +3.1% | -55.0% | +58.1% | +11.0% |
| 1Y | +3.4% | -58.0% | +61.4% | +11.9% |
| 3Y | +68.9% | -15.2% | +84.1% | +63.3% |
| 5Y | +51.7% | -53.8% | +105.5% | +52.9% |
| 10Y | +98.3% | -14.5% | +112.9% | +58.9% |
| All | +107.1% | +10.9% | +96.1% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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