+2,340.5%
EXC vs ENB
+11,799.4%
-9,458.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | -3.7% | -2.2% | -1.5% | -3.1% |
| 3M | -1.3% | -10.5% | +9.2% | +1.9% |
| 6M | -9.7% | -5.1% | -4.6% | -8.5% |
| YTD | +2.9% | +9.0% | -6.1% | +0.1% |
| 1Y | +4.4% | +8.2% | -3.8% | +1.7% |
| 3Y | +22.2% | +67.8% | -45.5% | +4.4% |
| 5Y | +46.7% | +69.4% | -22.7% | +24.7% |
| 10Y | +155.3% | +117.5% | +37.8% | +97.3% |
| All | +2,340.5% | +11,799.4% | -9,458.8% | +1,111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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