+108.6%
ENB vs Z
+4.8%
+103.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +1.3% |
| 7D | -2.4% | -6.5% | +4.0% | -1.9% |
| 30D | +2.5% | -0.1% | +2.6% | +2.2% |
| 3M | -5.8% | -14.1% | +8.3% | -4.8% |
| 6M | -8.5% | -30.1% | +21.5% | -5.8% |
| YTD | +3.9% | -57.5% | +61.4% | +12.4% |
| 1Y | +3.7% | -60.3% | +64.0% | +13.0% |
| 3Y | +70.1% | -21.0% | +91.1% | +65.7% |
| 5Y | +53.2% | -54.9% | +108.1% | +54.6% |
| 10Y | +100.2% | -16.0% | +116.2% | +60.4% |
| All | +108.6% | +4.8% | +103.8% | +57.3% |
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