+69.4%
F vs ENB
+101.8%
-32.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.2% |
| 7D | +1.0% | -2.4% | +3.4% | +2.3% |
| 30D | +2.1% | +2.5% | -0.4% | +0.6% |
| 3M | -10.3% | -5.8% | -4.5% | -7.6% |
| 6M | +3.3% | -8.5% | +11.8% | +7.6% |
| YTD | -2.0% | +3.9% | -5.9% | -6.1% |
| 1Y | -2.3% | +3.7% | -6.0% | -6.4% |
| 3Y | +49.9% | +70.1% | -20.2% | +4.8% |
| 5Y | -12.5% | +53.2% | -65.7% | -34.2% |
| All | +69.4% | +101.8% | -32.4% | +3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling