+67.2%
F vs ENB
+108.4%
-41.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.1% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -0.5% | +1.4% | -1.8% | -1.3% |
| 3M | -12.9% | -5.2% | -7.7% | -10.6% |
| 6M | +1.5% | -9.9% | +11.5% | +6.8% |
| YTD | -5.0% | +4.7% | -9.7% | -9.4% |
| 1Y | -7.3% | +2.8% | -10.1% | -10.7% |
| 3Y | +45.3% | +71.3% | -26.1% | +1.2% |
| 5Y | -15.8% | +58.6% | -74.4% | -37.9% |
| All | +67.2% | +108.4% | -41.2% | +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