+2,451.3%
EXC vs ENB
+11,039.2%
-8,587.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -1.2% |
| 7D | -1.2% | -5.2% | +4.0% | +0.4% |
| 30D | +10.0% | +2.2% | +7.8% | +9.3% |
| 3M | +1.6% | -8.1% | +9.7% | +4.1% |
| 6M | +3.3% | -11.2% | +14.4% | +6.8% |
| YTD | +7.6% | +2.0% | +5.6% | +6.7% |
| 1Y | +3.5% | +4.1% | -0.6% | +2.0% |
| 3Y | +27.7% | +64.7% | -37.1% | +9.8% |
| 5Y | +41.1% | +46.6% | -5.5% | +25.0% |
| 10Y | +178.2% | +102.7% | +75.5% | +119.5% |
| All | +2,451.3% | +11,039.2% | -8,587.9% | +1,191.0% |
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